CovMest-class: Constrained M-estimates of Multivariate Location and Scatter

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


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 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.



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


Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL

See Also

CovMest, Cov-class, CovRobust-class



Search within the rrcov package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.