CovMest-class | R Documentation |
This class, derived from the virtual class "CovRobust" accomodates constrained M-Estimates of multivariate location and scatter based on the translated biweight function (‘t-biweight’) using a High breakdown point initial estimate (Minimum Covariance Determinant - ‘Fast MCD’)
Objects can be created by calls of the form new("CovMest", ...)
,
but the usual way of creating CovMest
objects is a call to the function
CovMest
which serves as a constructor.
vt
:Object of class "vector"
- vector of weights (v)
iter
, crit
, wt
:from the
"CovRobust"
class.
call
, cov
, center
,
n.obs
, mah
, method
,
singularity
, X
:from the "Cov"
class.
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
No methods defined with class "CovMest" in the signature.
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")}.
CovMest
, Cov-class
, CovRobust-class
showClass("CovMest")
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