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 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.
URL http://www.jstatsoft.org/v32/i03/.

`CovMest`

, `Cov-class`

, `CovRobust-class`

1 | ```
showClass("CovMest")
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.