Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

summary.covfm

Summary Method


Description

The generic summary method for objects of class "covClassic", "covRob", and "covfm".

Usage

## S3 method for class 'covClassic'
summary(object, ...)
## S3 method for class 'covRob'
summary(object, ...)
## S3 method for class 'covfm'
summary(object, ...)

Arguments

object

an object of class "covClassic", "covRob", or "covfm".

...

additional arguments for the summary method.

Value

an object of class "summary.covClassic", "summary.covRob", or "summary.covfm" respectively. Objects of class "summary.cov" and "summary.covRob" have the following components. Objects of class "summary.covfm" are lists whose elements are "summary.cov" and "summary.covRob" objects.

call

an image of the call that produced the object with all the arguments named.

cov

a numeric matrix containing the estimate of the covariance/correlation matrix.

center

a numeric vector containing the estimate of the location vector.

evals

a numeric vector containing the eigenvalues of the covariance/correlation matrix.

dist

a numeric vector containing the Mahalanobis distances. Only present if distance = TRUE in the call.

corr

a logical flag. If corr = TRUE then cov contains an estimate of the correlation matrix of x.

See Also

Examples

data(woodmod.dat)
  woodm.cov <- covClassic(woodmod.dat)
## IGNORE_RDIFF_BEGIN
  summary(woodm.cov)
## IGNORE_RDIFF_END

  woodm.covRob <- covRob(woodmod.dat)
  summary(woodm.covRob)

  woodm.fm <- fit.models(list(Robust = "covRob", Classical = "covClassic"),
                         data = woodmod.dat)
  summary(woodm.fm)

robust

Port of the S+ "Robust Library"

v0.5-0.0
GPL-2
Authors
Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.
Initial release
2020-03-07

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.