CovClassic | R Documentation |
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.
CovClassic(x, unbiased=TRUE)
Cov(x, unbiased=TRUE)
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 |
An object of class "CovClassic"
.
Valentin Todorov valentin.todorov@chello.at
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v032.i03")}.
Cov-class
, CovClassic-class
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.