CovNA-class | R Documentation |

The class `CovNA`

represents an estimate of the
multivariate location and scatter of a data set. The objects of class `CovNA`

contain the classical estimates and serve as base for deriving other
estimates, i.e. different types of robust estimates.

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

,
but the usual way of creating `CovNA`

objects is a call to the function
`CovNA`

which serves as a constructor.

`call`

:Object of class

`"language"`

`cov`

:covariance matrix

`center`

:location

`n.obs`

:number of observations used for the computation of the estimates

`mah`

:mahalanobis distances

`det`

:determinant

`flag`

:flags (FALSE if suspected an outlier)

`method`

:a character string describing the method used to compute the estimate: "Classic"

`singularity`

:a list with singularity information for the covariance matrix (or

`NULL`

of not singular)`X`

:data

Class `"Cov-class"`

, directly.

- getDistance
`signature(obj = "CovNA")`

: distances- getFlag
`signature(obj = "CovNA")`

: Flags observations as outliers if the corresponding mahalanobis distance is larger then`qchisq(prob, p)`

where`prob`

defaults to 0.975.- summary
`signature(object = "CovNA")`

: calculate summary information

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.
<doi:10.18637/jss.v032.i03>.

```
showClass("CovNA")
```

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