CovMest-class: Constrained M-estimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust" accomodates
constrained M-Estimates of multivariate location and scatter
based on the translated biweight function (‘t-biweight’) using
a High breakdown point initial estimate (Minimum Covariance Determinant -
‘Fast MCD’)
Arguments
Objects from the Class
Objects can be created by calls of the form new("CovMest", ...),
but the usual way of creating CovMest objects is a call to the function
CovMest which serves as a constructor.
Slots
vt:
Object of class "vector" - vector of weights (v)
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 "CovMest" in the signature.
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").