CovClassic: Classical Estimates of Multivariate Location and Scatter

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/CovClassic.R

Description

Computes the classical estimates of multivariate location and scatter. Returns an S4 class CovClassic with the estimated center, cov, Mahalanobis distances and weights based on these distances.

Usage

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    CovClassic(x, unbiased=TRUE)
    Cov(x, unbiased=TRUE)

Arguments

x

a matrix or data frame. As usual, rows are observations and columns are variables.

unbiased

whether to return the unbiased estimate of the covariance matrix. Default is unbiased = TRUE

Value

An object of class "CovClassic".

Author(s)

Valentin Todorov [email protected]

References

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/.

See Also

Cov-class, CovClassic-class

Examples

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data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)

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