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

This class, derived from the virtual class `"CovRobust"`

accomodates
MVE Estimates of multivariate location and scatter computed by the
‘Fast MVE’ algorithm.

Objects can be created by calls of the form `new("CovMve", ...)`

,
but the usual way of creating `CovMve`

objects is a call to the function
`CovMve`

which serves as a constructor.

`alpha`

:Object of class

`"numeric"`

- the size of the subsets over which the volume of the ellipsoid is minimized (the default is (n+p+1)/2)`quan`

:Object of class

`"numeric"`

- the number of observations on which the MVE is based. If`quan`

equals`n.obs`

, the MVE is the classical covariance matrix.`best`

:Object of class

`"Uvector"`

- the best subset found and used for computing the raw estimates. The size of`best`

is equal to`quan`

`raw.cov`

:Object of class

`"matrix"`

the raw (not reweighted) estimate of location`raw.center`

:Object of class

`"vector"`

- the raw (not reweighted) estimate of scatter`raw.mah`

:Object of class

`"Uvector"`

- mahalanobis distances of the observations based on the raw estimate of the location and scatter`raw.wt`

:Object of class

`"Uvector"`

- weights of the observations based on the raw estimate of the location and scatter`raw.cnp2`

:Object of class

`"numeric"`

- a vector of length two containing the consistency correction factor and the finite sample correction factor of the raw estimate of the covariance matrix`cnp2`

:Object of class

`"numeric"`

- a vector of length two containing the consistency correction factor and the finite sample correction factor of the final estimate of the covariance matrix.`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 "CovMve" 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/.

`CovMve`

, `Cov-class`

, `CovRobust-class`

1 | ```
showClass("CovMve")
``` |

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