Description Objects from the Class Slots Methods Author(s) References Examples

The class `Cov`

represents an estimate of the
multivariate location and scatter of a data set. The objects of class `Cov`

contain the classical estimates and serve as base for deriving other
estimates, i.e. different types of robust estimates.

Objects can be created by calls of the form `new("Cov", ...)`

,
but the usual way of creating `Cov`

objects is a call to the function
`Cov`

which serves as a constructor.

`call`

:Object of class

`"language"`

`cov`

:covariance matrix

`center`

:location

`n.obs`

:number of observations used for the computation of the estimates

`mah`

:mahalanobis distances

`det`

:determinant

`flag`

:flags (FALSE if suspected an outlier)

`method`

:a character string describing the method used to compute the estimate: "Classic"

`singularity`

:a list with singularity information for the covariance matrix (or

`NULL`

of not singular)`X`

:data

- getCenter
`signature(obj = "Cov")`

: location vector- getCov
`signature(obj = "Cov")`

: covariance matrix- getCorr
`signature(obj = "Cov")`

: correlation matrix- getData
`signature(obj = "Cov")`

: data frame- getDistance
`signature(obj = "Cov")`

: distances- getEvals
`signature(obj = "Cov")`

: Computes and returns the eigenvalues of the covariance matrix- getDet
`signature(obj = "Cov")`

: Computes and returns the determinant of the covariance matrix (or 0 if the covariance matrix is singular)- getShape
`signature(obj = "Cov")`

: Computes and returns the shape matrix corresponding to the covariance matrix (i.e. the covariance matrix scaled to have determinant =1)- getFlag
`signature(obj = "Cov")`

: Flags observations as outliers if the corresponding mahalanobis distance is larger then`qchisq(prob, p)`

where`prob`

defaults to 0.975.- isClassic
`signature(obj = "Cov")`

: returns TRUE by default. If necessary, the robust classes will override- plot
`signature(x = "Cov")`

: plot the object- show
`signature(object = "Cov")`

: display the object- summary
`signature(object = "Cov")`

: calculate summary information

Valentin Todorov [email protected]

Todorov V & Filzmoser P (2009),
An Object Oriented Framework for Robust Multivariate Analysis.
*Journal of Statistical Software*, **32**(3), 1–47.
URL http://www.jstatsoft.org/v32/i03/.

1 | ```
showClass("Cov")
``` |

rrcov documentation built on May 30, 2017, 3:23 a.m.

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