| CovSest-class {rrcov} | R Documentation |
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 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.
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 NULLwt:"vector" - vector of weights (w)iter:"numeric" - number of iterations crit:"numeric" - the value of the objective functioncall:"language" - the call to CovMestmethod:"character" - method used = "S-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 "CovSest" in the signature.
Valentin Todorov valentin.todorov@chello.at
CovSest, Cov-class, CovRobust-class
showClass("CovSest")