PcaCov-class: Class "PcaCov" - Robust PCA based on a robust covariance matrix
Description
Robust PCA are obtained by replacing the classical covariance matrix
by a robust covariance estimator. This can be one of the available
in rrcov estimators, i.e. MCD, OGK, M, S or Stahel-Donoho estimator.
Arguments
Objects from the Class
Objects can be created by calls of the form new("PcaCov", ...) but the
usual way of creating PcaCov objects is a call to the function
PcaCov which serves as a constructor.
Slots
quan:
Object of class "numeric"
The quantile h used throughout the algorithm
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").