restimate

restimate-methods

restimate,CovControlMest-method

Each concrete control class, like <code>CovControlMest</code>, <code>CovControlOgk</code>,
 etc., should implement an <code>restimate</code> method which will call the correponding
 (constructor)-function and will return the obtained S4 class, derived from
 <code>CovRobust</code>.

multivariate

robust

classes

Robust Location and Scatter Estimation and Robust
Multivariate Analysis with High Breakdown Point:
principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>),
linear and quadratic discriminant analysis (Todorov and Pires (2007)),
multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>),
outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>).
See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>,
Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and
Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Valentin Todorov

rrcov

Scalable Robust Estimators with High Breakdown Point

restimate-methods function

<dl> <dt>obj</dt>
<dd>an object of class <code>"CovControlEstimate"</code></dd> <dt>x</dt>
<dd>Data frame or matrix containing the data</dd>
</dl>
.
<dl>
 <dt>... </dt>
<dd>other parameters to be passed through to the estimation function.</dd></dl>

Arguments

<dl><dt>obj = "CovControlMcd"</dt>
<dd>Compute the MCD estimates of multivariate location and
 scatter by calling<code>CovMcd</code></dd><dt>obj = "CovControlMest"</dt>
<dd>Compute the constrained M-estimates of multivariate location and
 scatter by calling<code>CovMest</code></dd><dt>obj = "CovControlOgk"</dt>
<dd>Compute the Ortogonalized Gnanadesikan-Kettenring (OGK) estimates of multivariate location and
 scatter by calling<code>CovOgk</code></dd>
</dl>

Methods

Methods for Function estimate in Package 'rrcov' — restimate-methods

<dl>

 <dt>obj</dt>
<dd>an object of class <code>"CovControlEstimate"</code></dd>

 <dt>x</dt>
<dd>Data frame or matrix containing the data</dd>
</dl>
.
<dl>
 <dt>... </dt>
<dd>other parameters to be passed through to the estimation function.</dd>

</dl>

<dl>

<dt>obj = "CovControlMcd"</dt>
<dd>Compute the MCD estimates of multivariate location and
 scatter by calling<code>CovMcd</code></dd>

<dt>obj = "CovControlMest"</dt>
<dd>Compute the constrained M-estimates of multivariate location and
 scatter by calling<code>CovMest</code></dd>

<dt>obj = "CovControlOgk"</dt>
<dd>Compute the Ortogonalized Gnanadesikan-Kettenring (OGK) estimates of multivariate location and
 scatter by calling<code>CovOgk</code></dd>


</dl>

restimate-methods: Methods for Function estimate in Package 'rrcov'

Description

Usage

Arguments

Methods