The Superclass of all the objects output from the various robust estimators of location
and scatter for missing data, which includes Generalized S-estimator GSE, Extended Minimum Volumn
Ellipsoid emve, and Huberized Pairwise HuberPairwise. It can also be constructed
using the code partial.mahalanobis.
Objects can be created by calls of the form new("CovRobMiss", ...),
but the best way of creating CovRobMiss objects is a call to either of the folowing
functions:GSE, emve, HuberPairwise, and partial.mahalanobis,
which all serve as a constructor.
mu Estimated location. Can be accessed via getLocation.
S Estimated scatter matrix. Can be accessed via getScatter.
pmd Square partial Mahalanobis distances. Can be accessed via getDist.
pmd.adj Adjusted square partial Mahalanobis distances. Can be accessed via getDistAdj.
pu Dimension of the observed entries for each case. Can be accessed via getDim.
call Object of class "language". Not meant to be accessed.
x Input data matrix. Not meant to be accessed.
p Column dimension of input data matrix. Not meant to be accessed.
estimatorCharacter string of the name of the estimator used. Not meant to be accessed.
signature(object = "CovRobMiss"): display the object
signature(object = "CovRobMiss"): calculate summary information
signature(object = "CovRobMiss", cutoff = "numeric"): plot the object. See plot
signature(object = "CovRobMiss"): return the squared partial Mahalanobis distances
signature(object = "CovRobMiss"): return the adjusted squared partial Mahalanobis distances
signature(object = "CovRobMiss"): return the dimension of observed entries for each case
signature(object = "CovRobMiss"): return the estimated location vector
signature(object = "CovRobMiss", cutoff = "numeric"): return the estimated scatter matrix
signature(object = "CovRobMiss"): return the case number with completely missing data, if any
signature(object = "CovRobMiss", cutoff = "numeric"): return the case number(s) adjusted squared
distances above (1 - cutoff)th quantile of chi-square p-degrees of freedom.
Andy Leung andy.leung@stat.ubc.ca
GSE, emve, HuberPairwise, partial.mahalanobis