Cov-class               package:rrcov               R Documentation

_C_l_a_s_s "_C_o_v" - _a _b_a_s_e _c_l_a_s_s _f_o_r _e_s_t_i_m_a_t_e_s _o_f _m_u_l_t_i_v_a_r_i_a_t_e
_l_o_c_a_t_i_o_n _a_n_d _s_c_a_t_t_e_r

_D_e_s_c_r_i_p_t_i_o_n:

     The class 'Cov' represents an estimate of the multivariate
     location and scatter of a data set. The objects of class 'Cov'
     contain the classical estimates and serve as base for deriving
     other estimates, i.e. different types of robust estimates.

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

     Objects can be created by calls of the form 'new("Cov", ...)', but
     the usual way of creating 'Cov' objects is a call to the function
     'Cov' which serves as a constructor.

_S_l_o_t_s:

     '_c_a_l_l': Object of class '"language"' ~~ 

     '_c_o_v': covariance matrix

     '_c_e_n_t_e_r': location

     '_n._o_b_s': number of observations used for the computation of the
          estimates

     '_m_a_h': mahalanobis distances

     '_m_e_t_h_o_d': a character string describing the method used to compute
          the estimate: "Classic"

     '_X': data

_M_e_t_h_o_d_s:

     _g_e_t_C_e_n_t_e_r 'signature(obj = "Cov")': location vector 

     _g_e_t_C_o_v 'signature(obj = "Cov")': covariance matrix 

     _g_e_t_C_o_r_r 'signature(obj = "Cov")': correlation matrix 

     _g_e_t_D_a_t_a 'signature(obj = "Cov")': data frame 

     _g_e_t_D_i_s_t_a_n_c_e 'signature(obj = "Cov")': distances 

     _g_e_t_E_v_a_l_s 'signature(obj = "Cov")': Computes and returns the
          eigenvalues of the covariance matrix 

     _i_s_C_l_a_s_s_i_c 'signature(obj = "Cov")': returns TRUE, since this is a
          'classic' object 

     _p_l_o_t 'signature(x = "Cov")': plot the object 

     _s_h_o_w 'signature(object = "Cov")': display the object 

     _s_u_m_m_a_r_y 'signature(object = "Cov")': calculate summary information 

_N_o_t_e:

_A_u_t_h_o_r(_s):

     Valentin Todorov valentin.todorov@chello.at

_R_e_f_e_r_e_n_c_e_s:

_S_e_e _A_l_s_o:

_E_x_a_m_p_l_e_s:

     data(hbk)
     hbk.x <- data.matrix(hbk[, 1:3])
     cv <- Cov(hbk.x)
     cv
     summary(cv)
     plot(cv)

