CovClassic: Classical Estimates of Multivariate Location and Scatter

In armstrtw/rrcov: Scalable Robust Estimators with High Breakdown Point

Description

Computes the classical estimates of multivariate location and scatter. Returns an S4 class CovClassic with the estimated center, cov, Mahalanobis distances and weights based on these distances.

Usage

    CovClassic(x, unbiased=TRUE)
    Cov(x, unbiased=TRUE)

Arguments

x	a matrix or data frame. As usual, rows are observations and columns are variables.
unbiased	whether to return the unbiased estimate of the covariance matrix. Default is unbiased = TRUE

Value

An object of class "CovClassic".

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. URL http://www.jstatsoft.org/v32/i03/.

See Also

Cov-class, CovClassic-class

Examples

data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)

armstrtw/rrcov documentation built on May 10, 2019, 1:43 p.m.