| PcaCov-class {rrcov} | R Documentation |
Robust PCA are obtained by replacing the classical covariance matrix
by a robust covariance estimator. This can be one of the available
in rrcov estimators, i.e. MCD, OGK, M or S estimator.
Objects can be created by calls of the form new("PcaCov", ...) but the
usual way of creating PcaCov objects is a call to the function
PcaCov which serves as a constructor.
quan:"numeric"
The quantile h used throughout the algorithm call, center, loadings,
eigenvalues, scores, k,
sd, od, cutoff.sd, cutoff.od,
flag, n.obs:"Pca" class.
Class "PcaRobust", directly.
Class "Pca", by class "PcaRobust", distance 2.
signature(obj = "PcaCov"): ... Valentin Todorov valentin.todorov@chello.at
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/.
PcaRobust-class, Pca-class, PcaClassic, PcaClassic-class
showClass("PcaCov")