R/mgvcov.R

In musto101/wilcox_R: What the package does (short line)

mgvcov <-
function(m,op=1,cov.fun=rmba,plotit=FALSE){
#
# m is an n by p matrix
#
# Compute skipped covariance matrix
# using the MGV method
#
# Eliminate any outliers and compute covariance matrix
#  using remaining data.
# op=0, mgv uses all pairwise distances to determine center of the data
# op=1 uses the function indicated by the argument
# cov.fun to determine center of the data cloud.
# default is Olive's median ball
#
#
temp<-NA
m<-elimna(m)
temp<-outmgv(m,plotit=plotit,op=op,cov.fun=cov.fun)$keep
val<-var(m[temp,])
val
}