rrcov (version 1.3-8)

PcaCov-class: Class "PcaCov" - Robust PCA based on a robust covariance matrix

Description

Robust PCA are obtained by replacing the classical covariance matrix by a robust covariance estimator. This can be one of the available in rrcov estimators, i.e. MCD, OGK, M, S or Stahel-Donoho estimator.

Objects from the Class

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

Extends

Class "PcaRobust", directly. Class "Pca", by class "PcaRobust", distance 2.

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/.

See Also

PcaRobust-class, Pca-class, PcaClassic, PcaClassic-class

Examples

showClass("PcaCov")