Description

This class, derived from the virtual class "CovRobust" accomodates Stahel-Donoho estimates of multivariate location and scatter.

Objects from the Class

Objects can be created by calls of the form new("CovSde", ...), but the usual way of creating CovSde objects is a call to the function CovSde which serves as a constructor.

Slots

iter, crit, wt:

from the "CovRobust" class.

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 "CovSde" in the signature.

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/.

See Also

CovSde, Cov-class, CovRobust-class

Examples