This class, derived from the virtual class "CovRobust"
accomodates MM Estimates of multivariate location and scatter.
Objects can be created by calls of the form new("CovMMest", ...)
,
but the usual way of creating CovSest
objects is a call to the function
CovMMest
which serves as a constructor.
det
, flag
, iter
, crit
:tuning parameter of the loss function for MM-estimation
(depend on control parameters eff
and eff.shape
).
Can be computed by the internal function
.csolve.bw.MM(p, eff, eff.shape=TRUE)
.
For the tuning parameters of the underlying S-estimate see the slot sest
and
"'>CovSest"
.
an CovSest
object containing the initial S-estimate.
call
, cov
, center
,
n.obs
, mah
, method
,
singularity
, X
:No methods defined with class "CovMMest" in the signature.
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/.
# NOT RUN {
showClass("CovMMest")
# }
Run the code above in your browser using DataLab