CovSest-class: S 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 S Estimates of multivariate location and scatter computed by the ‘Fast S’ or ‘SURREAL’ algorithm.

Objects from the Class

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

Slots

iter, crit, wt:

from the "CovRobust" class.

cc, kp

tuning parameters used in Tukey biweight loss function, as determined by bdp. Can be computed by the internal function rrcov:::.csolve.bw.S(bdp, p).

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 "CovSest" 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

CovSest, Cov-class, CovRobust-class

Examples

showClass("CovSest")

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