CovMMest-class: MM Estimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust"
accomodates MM Estimates of multivariate location and scatter.
Arguments
Objects from the Class
Objects can be created by calls of the form new("CovMMest", ...),
but the usual way of creating CovSest objects is a call to the function
CovMMest which serves as a constructor.
Slots
det, flag, iter, crit:
from the
"'>CovRobust" class.
c1
tuning parameter of the loss function for MM-estimation
(depend on control parameters eff and eff.shape).
Can be computed by the internal function
.csolve.bw.MM(p, eff, eff.shape=TRUE).
For the tuning parameters of the underlying S-estimate see the slot sest and
"'>CovSest".
sest
an CovSest object containing the initial S-estimate.
call, cov, center,
n.obs, mah, method,
singularity, X:
from the "'>Cov" class.
Extends
Class "'>CovRobust", directly.
Class "'>Cov", by class "'>CovRobust".
Methods
No methods defined with class "CovMMest" in the signature.
References
Todorov V & Filzmoser P (2009),
An Object Oriented Framework for Robust Multivariate Analysis.
Journal of Statistical Software, 32(3), 1--47.
URL http://www.jstatsoft.org/v32/i03/.