Computes the classical estimates of multivariate location and scatter.
 Returns an S4 class <code>CovClassic</code> with the estimated <code>center</code>,
 <code>cov</code>, Mahalanobis distances and weights based on these distances.

CovClassic

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

CovClassic function

Classical Estimates of Multivariate Location and Scatter — CovClassic

<dl>

 <dt>x</dt>
<dd>a matrix or data frame. As usual, rows are observations and
 columns are variables.</dd>

 <dt>unbiased</dt>
<dd>whether to return the unbiased estimate of
 the covariance matrix. Default is <code>unbiased = TRUE</code></dd>

</dl>

Arguments

Valentin Todorov <a href='mailto:valentin.todorov@chello.at'>valentin.todorov@chello.at</a>

CovClassic: Classical Estimates of Multivariate Location and Scatter

Description

Usage

Arguments

Value

References

See Also

Examples