CovRobust-class: Class "CovRobust" - virtual base class for robust estimates...

In rrcov: Scalable Robust Estimators with High Breakdown Point

Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter

Description

CovRobust is a virtual base class used for deriving the concrete classes representing different robust estimates of multivariate location and scatter. Here are implemeted the standard methods common for all robust estimates like show, summary and plot. The derived classes can override these methods and can define new ones.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

iter:

number of iterations used to compute the estimates

crit:

value of the criterion function

wt:

weights

call, cov, center, n.obs, mah, method, singularity, X:

from the "Cov" class.

Extends

Class "Cov", directly.

Methods

isClassic

signature(obj = "CovRobust"): Will return FALSE, since this is a 'Robust' object

getMeth

signature(obj = "CovRobust"): Return the name of the particular robust method used (as a character string)

show

signature(object = "CovRobust"): display the object

plot

signature(x = "CovRobust"): plot the object

getRaw

signature(obj = "CovRobust"): Return the object with the reweighted estimates replaced by the raw ones (only relevant for CovMcd, CovMve and CovOgk)

Author(s)

Valentin Todorov [e-mail]

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v032.i03")}.

See Also

Cov-class, CovMcd-class, CovMest-class, CovOgk-class

Examples

     data(hbk)
     hbk.x <- data.matrix(hbk[, 1:3])
     cv <- CovMest(hbk.x)               # it is not possible to create an object of
                                        # class CovRobust, since it is a VIRTUAL class
     cv
     summary(cv)                        # summary method for class CovRobust
     plot(cv)                           # plot method for class CovRobust

rrcov documentation built on May 29, 2024, 1:13 a.m.