This class, derived from the virtual class "CovRobust"
accomodates S Estimates of multivariate location and scatter computed
by the ‘Fast S’ or ‘SURREAL’ algorithm.
Objects can be created by calls of the form new("CovSest", ...)
,
but the usual way of creating CovSest
objects is a call to the function
CovSest
which serves as a constructor.
iter
, crit
, wt
:from the
"CovRobust"
class.
iBest
, nsteps
, initHsets
:parameters for deterministic S-estimator (the best initial subset, number of concentration steps to convergence for each of the initial subsets, and the computed initial subsets, respectively).
cc
, kp
tuning parameters used in Tukey biweight
loss function, as determined by bdp. Can be computed by the internal function
.csolve.bw.S(bdp, p)
.
call
, cov
, center
,
n.obs
, mah
, method
,
singularity
, X
:from the "Cov"
class.
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
No methods defined with class "CovSest" 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").
CovSest
, Cov-class
, CovRobust-class