CovMMest-class: MM Estimates of Multivariate Location and Scatter

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

Description

This class, derived from the virtual class "CovRobust" accomodates MM Estimates of multivariate location and scatter.

Objects from the Class

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

Slots

det, flag, iter, crit:

from the "CovRobust" class.

c1

tuning parameter of the loss function for MM-estimation (depend on control parameters eff and eff.shape). Can be computed by the internal function rrcov:::.csolve.bw.MM(p, eff, eff.shape=TRUE). For the tuning parameters of the underlying S-estimate see the slot sest and "CovSest".

sest

an CovSest object containing the initial S-estimate.

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

See Also

CovMMest, Cov-class, CovRobust-class

Examples

showClass("CovMMest")

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