R: S Estimates of Multivariate Location and Scatter
CovSest-class
R Documentation
S Estimates of Multivariate Location and Scatter
Description
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 from the Class
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.
Slots
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.
Extends
Class "CovRobust", directly.
Class "Cov", by class "CovRobust".
Methods
No methods defined with class "CovSest" in the signature.
Todorov V & Filzmoser P (2009),
An Object Oriented Framework for Robust Multivariate Analysis.
Journal of Statistical Software, 32(3), 1–47.
URL http://www.jstatsoft.org/v32/i03/.