rrcov (version 1.7-2)

CovOgk-class: OGK Estimates of Multivariate Location and Scatter

Description

This class, derived from the virtual class "CovRobust" accomodates OGK Estimates of multivariate location and scatter computed by the algorithm proposed by Marona and Zamar (2002).

Objects from the Class

Objects can be created by calls of the form new("CovOgk", ...), but the usual way of creating CovOgk objects is a call to the function CovOgk which serves as a constructor.

Slots

raw.cov:

Object of class "matrix" the raw (not reweighted) estimate of covariance matrix

raw.center:

Object of class "vector" - the raw (not reweighted) estimate of the location vector

raw.mah:

Object of class "Uvector" - mahalanobis distances of the observations based on the raw estimate of the location and scatter

raw.wt:

Object of class "Uvector" - weights of the observations based on the raw estimate of the location and scatter

iter, crit, wt:

from the "CovRobust" class.

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 "CovOgk" in the signature.

Author

Valentin Todorov

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1--47. tools:::Rd_expr_doi("10.18637/jss.v032.i03").

See Also

CovMcd-class, CovMest-class

Examples

showClass("CovOgk")