CovMest-class

This class, derived from the virtual class "CovRobust" accomodates
    constrained M-Estimates of multivariate location and scatter
    based on the translated biweight function (<squote>t-biweight</squote>) using
    a High breakdown point initial estimate (Minimum Covariance Determinant -
    <squote>Fast MCD</squote>)

multivariate

robust

classes

Robust Location and Scatter Estimation and Robust
        Multivariate Analysis with High Breakdown Point.

Valentin Todorov

rrcov

Scalable Robust Estimators with High Breakdown Point

CovMest-class function

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

Objects from the Class

Class <code>"<links4class>CovRobust</links4class>"</code>, directly.
    Class <code>"<links4class>Cov</links4class>"</code>, by class <code>"<links4class>CovRobust</links4class>"</code>.

Extends

No methods defined with class "CovMest" in the signature.

CovMest-class: Constrained M-estimates of Multivariate Location and Scatter

Description

Arguments

Objects from the Class

Extends

Methods

References

See Also

Examples