CovNAClassic-class: Class "CovNAClassic" - classical estimates of multivariate...

In rrcovNA: Scalable Robust Estimators with High Breakdown Point for Incomplete Data

Class "CovNAClassic" - classical estimates of multivariate location and scatter for incomplete data (EM algorithm)

Description

The class CovNAClassic represents an estimate of the multivariate location and scatter of an incomplete data set. The class CovNAClassic objects contain the classical estimates.

Objects from the Class

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

Slots

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

method:

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

singularity:

a list with singularity information for the ocvariance matrix (or NULL of not singular)

X:

data

Methods

plot

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

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

Examples

data(bush10)
cv <- CovNAClassic(bush10)
cv
summary(cv)

rrcovNA documentation built on Sept. 11, 2024, 8:12 p.m.