Class of Two-Step Generalized S-Estimator. It has the superclass of GSE.
Objects can be created by calls of the form new("TSGS", ...),
but the best way of creating TSGS objects is a call to the function
TSGS which serves as a constructor.
mu Estimated location. Can be accessed via getLocation.
S Estimated scatter matrix. Can be accessed via getScatter.
xf Filtered data matrix from the first step of 2SGS. Can be accessed via getFiltDat.
Class "GSE", directly.
In addition to the methods defined in the superclass "GSE", the following methods are also defined:
signature(object = "TSGS"): return the filtered data matrix.
Andy Leung andy.leung@stat.ubc.ca
TSGS, GSE, GSE-class