The class CovClassic
represents an estimate of the
multivariate location and scatter of a data set. The objects of class CovClassic
contain the classical estimates.
Objects can be created by calls of the form new("CovClassic", ...)
,
but the usual way of creating CovClassic
objects is a call to the function
CovClassic
which serves as a constructor.
call
:Object of class "language"
cov
:covariance matrix
center
:location
n.obs
:number of observations used for the computation of the estimates
mah
:mahalanobis distances
method
:a character string describing the method used to compute the estimate: "Classic"
singularity
:a list with singularity information for the
ocvariance matrix (or NULL
of not singular)
X
:data
signature(obj = "CovClassic")
: location vector
signature(obj = "CovClassic")
: covariance matrix
signature(obj = "CovClassic")
: correlation matrix
signature(obj = "CovClassic")
: data frame
signature(obj = "CovClassic")
: distances
signature(obj = "CovClassic")
: Computes and returns
the eigenvalues of the covariance matrix
signature(x = "CovClassic")
: plot the object
signature(object = "CovClassic")
: display the object
signature(object = "CovClassic")
: calculate summary information
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").
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)
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