Computes the classical estimates of multivariate location and scatter.
Returns an S4 class CovClassic with the estimated center,
cov, Mahalanobis distances and weights based on these distances.
CovClassic(x, unbiased=TRUE)
Cov(x, unbiased=TRUE)An object of class "CovClassic".
a matrix or data frame. As usual, rows are observations and columns are variables.
whether to return the unbiased estimate of
the covariance matrix. Default is unbiased = TRUE
Valentin Todorov valentin.todorov@chello.at
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").
Cov-class, CovClassic-class
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)
Run the code above in your browser using DataLab