This class, derived from the virtual class "CovRobust"
accomodates
MRCD Estimates of multivariate location and scatter computed by a variant of the
‘Fast MCD’ algorithm.
Objects can be created by calls of the form new("CovMrcd", ...)
,
but the usual way of creating CovMrcd
objects is a call to the function
CovMrcd
which serves as a constructor.
alpha
:Object of class "numeric"
- the size of the
subsets over which the determinant is minimized (the default is (n+p+1)/2)
quan
:Object of class "numeric"
- the number of
observations on which the MCD is based. If quan
equals
n.obs
, the MCD is the classical covariance matrix.
best
:Object of class "Uvector"
- the best subset
found and used for computing the raw estimates. The size of best
is equal to quan
cnp2
:Object of class "numeric"
- containing the consistency
correction factor of the estimate of the covariance matrix.
icov
:The inverse of the covariance matrix.
rho
:The estimated regularization parameter.
target
:The estimated target matrix.
crit
:from the
"CovRobust"
class.
call
, cov
, center
,
n.obs
, mah
, method
,
X
:from the "Cov"
class.
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
No methods defined with class "CovMrcd"
in the signature.
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").
CovMrcd
, Cov-class
, CovRobust-class
, CovMcd-class