rrcov: CovRobust-class – R documentation

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CovRobust-class

Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter

Description

CovRobust is a virtual base class used for deriving the concrete classes representing different robust estimates of multivariate location and scatter. Here are implemeted the standard methods common for all robust estimates like show, summary and plot. The derived classes can override these methods and can define new ones.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

iter:: number of iterations used to compute the estimates
crit:: value of the criterion function
wt:: weights
call, cov, center, n.obs, mah, method, singularity, X:: from the "Cov" class.

Extends

Class "Cov", directly.

Methods

isClassic: signature(obj = "CovRobust"): Will return FALSE, since this is a 'Robust' object
getMeth: signature(obj = "CovRobust"): Return the name of the particular robust method used (as a character string)
show: signature(object = "CovRobust"): display the object
plot: signature(x = "CovRobust"): plot the object
getRaw: signature(obj = "CovRobust"): Return the object with the reweighted estimates replaced by the raw ones (only relevant for CovMcd, CovMve and CovOgk)

Author(s)

Valentin Todorov valentin.todorov@chello.at

References

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/.

Examples

data(hbk)
     hbk.x <- data.matrix(hbk[, 1:3])
     cv <- CovMest(hbk.x)               # it is not possible to create an object of
                                        # class CovRobust, since it is a VIRTUAL class
     cv
     summary(cv)                        # summary method for class CovRobust
     plot(cv)                           # plot method for class CovRobust

rrcov

Scalable Robust Estimators with High Breakdown Point

v1.5-5

GPL (>= 2)

Authors

Valentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)

Initial release

2020-07-31