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

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

accomodates
OGK Estimates of multivariate location and scatter computed by the
algorithm proposed by Marona and Zamar (2002).

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

,
but the usual way of creating `CovOgk`

objects is a call to the function
`CovOgk`

which serves as a constructor.

`raw.cov`

:Object of class

`"matrix"`

the raw (not reweighted) estimate of covariance matrix`raw.center`

:Object of class

`"vector"`

- the raw (not reweighted) estimate of the location vector`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`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 "CovOgk" in the signature.

Valentin Todorov [email protected]

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/.

1 | ```
showClass("CovOgk")
``` |

rrcov documentation built on May 30, 2017, 3:23 a.m.

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