| CovMest-class {rrcov} | R Documentation |
This class, derived from the virtual class "CovRobust" accomodates constrained M-Estimates of multivariate location and scatter based on the translated biweight function (‘t-biweight’) using a High breakdown point initial estimate (Minimum Covariance Determinant - ‘Fast MCD’)
Objects can be created by calls of the form new("CovMest", ...),
but the usual way of creating CovMest objects is a call to the function
CovMest which serves as a constructor.
center:"vector" - the estimate of the location vectorcov:"matrix" - the estimate of the covariance matrixn.obs:"numeric" - number of observations used for the estimatesmah:"Uvector" - vector of distances computed relative to location and center or NULLiter:"numeric" - number of iterations wt:"vector" - vector of weights (w)vt:"vector" - vector of weights (v)crit:"numeric" - the value of the objective functioncall:"language" - the call to CovMestmethod:"character" - method used = "M-Estimates"singularity:NULL of not singular)X:"Umatrix" - the data matrix or NULL
Class "CovRobust", directly.
Class "Cov", by class "CovRobust".
No methods defined with class "CovMest" in the signature.
Valentin Todorov valentin.todorov@chello.at
CovMest, Cov-class, CovRobust-class
showClass("CovMest")