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 rrcov: Scalable Robust Estimators with High Breakdown Point
 CovMestclass: Constrained Mestimates of Multivariate Location and Scatter
Constrained Mestimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust" accomodates constrained MEstimates of multivariate location and scatter based on the translated biweight function (‘tbiweight’) using a High breakdown point initial estimate (Minimum Covariance Determinant  ‘Fast MCD’)
Objects from the Class
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.
Slots
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.
Extends
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
Methods
No methods defined with class "CovMest" in the signature.
Author(s)
Valentin Todorov valentin.todorov@chello.at
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
CovMest
, Covclass
, CovRobustclass
Examples
1  showClass("CovMest")

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 Appalachia: Annual maximum streamflow in central Appalachia
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 Covclass: Class "Cov"  a base class for estimates of multivariate...
 CovClassic: Classical Estimates of Multivariate Location and Scatter
 CovClassicclass: Class "CovClassic"  classical estimates of multivariate...
 CovControlclass: Class "CovControl" is a VIRTUAL base control class
 CovControlMcd: Constructor function for objects of class "CovControlMcd"
 CovControlMcdclass: Class 'CovControlMcd'  contains control parameters for...
 CovControlMest: Constructor function for objects of class "CovControlMest"
 CovControlMestclass: Class 'CovControlMest'  contains control parameters for...
 CovControlMMest: Constructor function for objects of class "CovControlMMest"
 CovControlMMestclass: Class 'CovControlMMest'  contains control parameters for...
 CovControlMve: Constructor function for objects of class "CovControlMve"
 CovControlMveclass: Class 'CovControlMve'  contains control parameters for...
 CovControlOgk: Constructor function for objects of class "CovControlOgk"
 CovControlOgkclass: Class 'CovControlOgk'  contains control parameters for...
 CovControlSde: Constructor function for objects of class "CovControlSde"
 CovControlSdeclass: Class 'CovControlSde'  contains control parameters for...
 CovControlSest: Constructor function for objects of class "CovControlSest"
 CovControlSestclass: Class 'CovControlSest'  contains control parameters for...
 CovMcd: Robust Location and Scatter Estimation via MCD
 CovMcdclass: MCD Estimates of Multivariate Location and Scatter
 CovMest: Constrained MEstimates of Location and Scatter
 CovMestclass: Constrained Mestimates of Multivariate Location and Scatter
 covMestdeprecated: Constrained MEstimates of Location and Scatter
 CovMMest: MM Estimates of Multivariate Location and Scatter
 CovMMestclass: MM Estimates of Multivariate Location and Scatter
 CovMve: Robust Location and Scatter Estimation via MVE
 CovMveclass: MVE Estimates of Multivariate Location and Scatter
 CovOgk: Robust Location and Scatter Estimation  Ortogonalized...
 CovOgkclass: OGK Estimates of Multivariate Location and Scatter
 CovRobust: Robust Location and Scatter Estimation
 CovRobustclass: Class "CovRobust"  virtual base class for robust estimates...
 CovSde: StahelDonoho Estimates of Multivariate Location and Scatter
 CovSdeclass: StahelDonoho Estimates of Multivariate Location and Scatter
 CovSest: S Estimates of Multivariate Location and Scatter
 CovSestclass: S Estimates of Multivariate Location and Scatter
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 LdaRobustclass: Class "LdaRobust" is a virtual base class for all robust LDA...
 Linda: Robust Linear Discriminant Analysis
 Lindaclass: Class "Linda"  Robust method for LINear Discriminant...
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 lmom33: Hosking and Wallis Data Set, Table 3.3
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 PcaClassicclass: Class "PcaClassic"  Principal Components Analysis
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 PcaHubertclass: Class "PcaHubert"  ROBust method for Principal Components...
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 PcaLocantoreclass: Class "PcaLocantore" Spherical Principal Components
 PcaProj: Robust Principal Components based on Projection Pursuit (PP):...
 PcaProjclass: Class "PcaProj"  Robust PCA using PP  Croux and RuizGazen...
 PcaRobustclass: Class "PcaRobust" is a virtual base class for all robust PCA...
 pca.scoreplot: Score plot for Principal Components (objects of class 'Pca')
 plotmethods: Methods for Function 'plot' in Package 'rrcov'
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 PredictLdaclass: Class "PredictLda"  prediction of "Lda" objects
 PredictQdaclass: Class "PredictQda"  prediction of "Qda" objects
 Qdaclass: Class "Qda"  virtual base class for all classic and robust...
 QdaClassic: Quadratic Discriminant Analysis
 QdaClassicclass: Class "QdaClassic"  Quadratic Discriminant Analysis
 QdaCov: Robust Quadratic Discriminant Analysis
 QdaCovclass: Class "QdaCov"  Robust methods for Quadratic Discriminant...
 QdaRobustclass: Class "QdaRobust" is a virtual base class for all robust QDA...
 rice: Rice taste data
 rrcovutils: Different utility functions to be used in rrcov and packages...
 salmon: Salmon data
 scorePlot: Score plot for Principal Components (objects of class 'Pca')
 SummaryCovclass: Class "SummaryCov"  summary of "Cov" objects
 SummaryCovRobustclass: Class "SummaryCovRobust"  summary of "CovRobust" objects
 SummaryLdaclass: Class "SummaryLda"  summary of "Lda" objects
 SummaryPcaclass: Class "SummaryPca"  summary of "Pca" objects
 SummaryQdaclass: Class "SummaryQda"  summary of "Qda" objects
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 un86: United Nations Data  1986
 wages: Wages and Hours
 Wilks.test: Classical and Robust Oneway MANOVA: Wilks Lambda