CovSde-class

This class, derived from the virtual class <code>"CovRobust"</code>
 accomodates Stahel-Donoho estimates of multivariate location and scatter.

multivariate

robust

classes

Robust Location and Scatter Estimation and Robust
Multivariate Analysis with High Breakdown Point:
principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>),
linear and quadratic discriminant analysis (Todorov and Pires (2007)),
multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>),
outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>).
See also Todorov and Filzmoser (2009) <ISBN-13:978-3838108148>,
Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and
Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Valentin Todorov

rrcov

Scalable Robust Estimators with High Breakdown Point

CovSde-class function

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

Objects from the Class

<dl>
 <dt><code>iter</code>, <code>crit</code>, <code>wt</code>:</dt>
<dd>from the
 <code>"CovRobust"</code> class.</dd> <dt><code>call</code>, <code>cov</code>, <code>center</code>,
 <code>n.obs</code>, <code>mah</code>, <code>method</code>,
 <code>singularity</code>, <code>X</code>:</dt>
<dd>from the <code>"Cov"</code> class.</dd> 
</dl>

Slots

Class <code>"CovRobust"</code>, directly.
 Class <code>"Cov"</code>, by class <code>"CovRobust"</code>.

Extends

No methods defined with class "CovSde" in the signature.

Methods

Valentin Todorov <a href="/link/valentin.todorov%40chello.at?package=rrcov&version=1.7-2" data-mini-rdoc="rrcov::valentin.todorov@chello.at">valentin.todorov@chello.at</a>

Author

Stahel-Donoho Estimates of Multivariate Location and Scatter — CovSde-class

<dl>
 <dt><code>iter</code>, <code>crit</code>, <code>wt</code>:</dt>
<dd>from the
 <code>"CovRobust"</code> class.</dd>

 <dt><code>call</code>, <code>cov</code>, <code>center</code>,
 <code>n.obs</code>, <code>mah</code>, <code>method</code>,
 <code>singularity</code>, <code>X</code>:</dt>
<dd>from the <code>"Cov"</code> class.</dd>

 
</dl>

Valentin Todorov <a href='mailto:valentin.todorov@chello.at'>valentin.todorov@chello.at</a>

CovSde-class: Stahel-Donoho Estimates of Multivariate Location and Scatter

Description

Arguments

Objects from the Class

Slots

Extends

Methods

Author

References

See Also

Examples