Compute the maximum likelihood estimator of the mean vector and the covariance matrix.
covML(x, ...)a numeric matrix or data frame.
additional arguments are currently ignored.
An object of class "covML" with the following components:
a numeric vector containing the mean vector estimate.
a numeric matrix containing the covariance matrix estimate.
an integer giving the number of observations.
Zu, J. and Yuan, K.-H. (2010) Local influence and robust procedures for mediation analysis. Multivariate Behavioral Research, 45(1), 1--44.