| Cov {rrcov} | R Documentation |
Computes the classical estimates of multivariate location and scatter.
Returns an S4 class Cov with the estimated center,
cov, Mahalanobis distances and weights based on these distances.
The class Cov is used as a base class for the classes representing
the different robust estimators.
Cov(x, unbiased=TRUE)
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 |
An object of class "Cov".
Valentin Todorov valentin.todorov@chello.at
data(hbk) hbk.x <- data.matrix(hbk[, 1:3]) cv <- Cov(hbk.x) cv summary(cv) plot(cv)