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DepthProc (version 2.1.5)

CovDepthWeighted-class: CovLP

Description

This class, derived from the virtual class "CovRobust" accomodates weighted by \( L ^ p \) depth multivariate location and scatter estimator.

Arguments

Details

See CovLP for the function used to calculate weighted by \( L ^ p \) depth covariance matrix.