CovSest-class

This class, derived from the virtual class <code>"CovRobust"</code>
    accomodates S Estimates of multivariate location and scatter computed
    by the  <squote>Fast S</squote> or <squote>SURREAL</squote> algorithm.

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

CovSest-class function

Objects can be created by calls of the form <code>new("CovSest", ...)</code>,
    but the usual way of creating <code>CovSest</code> objects is a call to the function
    <code>CovSest</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 "CovSest" in the signature.

CovSest-class: S Estimates of Multivariate Location and Scatter

Description

Arguments

Objects from the Class

Extends

Methods

References

See Also

Examples