CovMest-class             package:rrcov             R Documentation

_C_l_a_s_s "_C_o_v_M_e_s_t" - _c_o_n_s_t_r_a_i_n_e_d _M-_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:

     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')

_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("CovMest", ...)',
     but the usual way of creating 'CovMest' objects is a call to the
     function 'CovMest' which serves as a constructor.

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

     '_c_e_n_t_e_r': Object of class '"vector"' - the estimate of the
          location vector

     '_c_o_v': Object of class '"matrix"' - the estimate of the covariance
          matrix

     '_n._o_b_s': Object of class '"numeric"' - number of observations used
          for the estimates

     '_m_a_h': Object of class '"Uvector"' - vector of distances computed
          relative to 'location' and 'center' or NULL

     '_i_t_e_r': Object of class '"numeric"' - number of iterations 

     '_w_t': Object of class '"vector"' - vector of weights (w)

     '_v_t': Object of class '"vector"' - vector of weights (v)

     '_c_r_i_t': Object of class '"numeric"' - the value of the objective
          function

     '_c_a_l_l': Object of class '"language"' - the call to 'CovMest'

     '_m_e_t_h_o_d': Object of class '"character"' - method used = 'mest'

     '_X': Object of class '"Umatrix"' - the data matrix or NULL 

_E_x_t_e_n_d_s:

     Class '"CovRobust"', directly. Class '"Cov"', by class
     '"CovRobust"'.

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

     No methods defined with class "CovMest" in the signature.

_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:

     'CovMest', 'Cov-class', 'CovRobust-class'

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

