rrcov: estimate-methods – R documentation

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estimate-methods

Methods for Function estimate in Package 'rrcov'

Description

Each concrete control class, like CovControlMest, CovControlOgk, etc., should implement an restimate method which will call the correponding (constructor)-function and will return the obtained S4 class, derived from CovRobust.

Usage

## S4 method for signature 'CovControlMest'
restimate(obj, x, ...)

Arguments

`obj`	an object of class `"CovControlEstimate"`
`x`	Data frame or matrix containing the data

...

other parameters to be passed through to the estimation function.

Methods

obj = "CovControlMcd": Compute the MCD estimates of multivariate location and scatter by callingCovMcd
obj = "CovControlMest": Compute the constrained M-estimates of multivariate location and scatter by callingCovMest
obj = "CovControlOgk": Compute the Ortogonalized Gnanadesikan-Kettenring (OGK) estimates of multivariate location and scatter by callingCovOgk

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