estimate-methods: Methods for Function estimate in Package 'rrcov'

Description

Each concrete control class, like CovControlMest, CovControlOgk, etc., should implement an restimate method which will call the correponding (constructor)-function and will return the obtained S4 class, derived from CovRobust.

Usage

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## S4 method for signature 'CovControlMest'
restimate(obj, x, ...)

Arguments

obj

an object of class "CovControlEstimate"

x

Data frame or matrix containing the data

.

...

other parameters to be passed through to the estimation function.

Methods

obj = "CovControlMcd"

Compute the MCD estimates of multivariate location and scatter by callingCovMcd

obj = "CovControlMest"

Compute the constrained M-estimates of multivariate location and scatter by callingCovMest

obj = "CovControlOgk"

Compute the Ortogonalized Gnanadesikan-Kettenring (OGK) estimates of multivariate location and scatter by callingCovOgk


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