CovSest-class: S Estimates of Multivariate Location and Scatter

In rrcov: Scalable Robust Estimators with High Breakdown Point

S Estimates of Multivariate Location and Scatter

Description

This class, derived from the virtual class "CovRobust" accomodates S Estimates of multivariate location and scatter computed by the ‘Fast S’ or ‘SURREAL’ algorithm.

Objects from the Class

Objects can be created by calls of the form new("CovSest", ...), but the usual way of creating CovSest objects is a call to the function CovSest which serves as a constructor.

Slots

iter, crit, wt:

from the "CovRobust" class.

iBest, nsteps, initHsets:

parameters for deterministic S-estimator (the best initial subset, number of concentration steps to convergence for each of the initial subsets, and the computed initial subsets, respectively).

cc, kp

tuning parameters used in Tukey biweight loss function, as determined by bdp. Can be computed by the internal function .csolve.bw.S(bdp, p).

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

from the "Cov" class.

Extends

Class "CovRobust", directly. Class "Cov", by class "CovRobust".

Methods

No methods defined with class "CovSest" in the signature.

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

CovSest, Cov-class, CovRobust-class

Examples

showClass("CovSest")

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