Cov-class: Class "Cov" -- a base class for estimates of multivariate
location and scatter
Description
The class Cov
represents an estimate of the
multivariate location and scatter of a data set. The objects of class Cov
contain the classical estimates and serve as base for deriving other
estimates, i.e. different types of robust estimates.Objects from the Class
Objects can be created by calls of the form new("Cov", ...)
,
but the usual way of creating Cov
objects is a call to the function
Cov
which serves as a constructor.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/.