CovRobMiss-class: Class "CovRobMiss" - a superclass for the robust estimates of...

In GSE: Robust Estimation in the Presence of Cellwise and Casewise Contamination and Missing Data

Class "CovRobMiss" – a superclass for the robust estimates of location and scatter for missing data

Description

The Superclass of all the objects output from the various robust estimators of location and scatter for missing data, which includes Generalized S-estimator GSE, Extended Minimum Volumn Ellipsoid emve, and Huberized Pairwise HuberPairwise. It can also be constructed using the code partial.mahalanobis.

Objects from the Class

Objects can be created by calls of the form new("CovRobMiss", ...), but the best way of creating CovRobMiss objects is a call to either of the folowing functions:GSE, emve, HuberPairwise, and partial.mahalanobis, which all serve as a constructor.

Slots

mu

Estimated location. Can be accessed via getLocation.

S

Estimated scatter matrix. Can be accessed via getScatter.

pmd

Square partial Mahalanobis distances. Can be accessed via getDist.

pmd.adj

Adjusted square partial Mahalanobis distances. Can be accessed via getDistAdj.

pu

Dimension of the observed entries for each case. Can be accessed via getDim.

call

Object of class "language". Not meant to be accessed.

x

Input data matrix. Not meant to be accessed.

p

Column dimension of input data matrix. Not meant to be accessed.

estimator

Character string of the name of the estimator used. Not meant to be accessed.

Methods

show

signature(object = "CovRobMiss"): display the object

summary

signature(object = "CovRobMiss"): calculate summary information

plot

signature(object = "CovRobMiss", cutoff = "numeric"): plot the object. See plot

getDist

signature(object = "CovRobMiss"): return the squared partial Mahalanobis distances

getDistAdj

signature(object = "CovRobMiss"): return the adjusted squared partial Mahalanobis distances

getDim

signature(object = "CovRobMiss"): return the dimension of observed entries for each case

getLocation

signature(object = "CovRobMiss"): return the estimated location vector

getScatter

signature(object = "CovRobMiss", cutoff = "numeric"): return the estimated scatter matrix

getMissing

signature(object = "CovRobMiss"): return the case number with completely missing data, if any

getOutliers

signature(object = "CovRobMiss", cutoff = "numeric"): return the case number(s) adjusted squared distances above (1 - cutoff)th quantile of chi-square p-degrees of freedom.

Author(s)

Andy Leung [e-mail]

See Also

GSE, emve, HuberPairwise, partial.mahalanobis

GSE documentation built on Dec. 28, 2022, 1:31 a.m.