It is a wrapper for the Cauchy estimator of location and scatter
for a multivariate t-distribution, as computed by ICS::tM().
ICS_mlc(x, location = FALSE, ...)An object of class "ICS_scatter" with the following
components:
if requested, a numeric vector giving the location estimate.
a numeric matrix giving the estimate of the scatter matrix.
a character string providing a label for the scatter matrix.
a numeric matrix or data frame.
a logical indicating whether to include the M-estimate of
location (defaults to FALSE).
potential further arguments passed to ICS::ICS_tM().
Andreas Alfons and Aurore Archimbaud
ICS::tM(), ICS::ICS_tM()