Wrapper function for the pairwise one-step M-estimator of scatter with
weights based on pairwise Mahalanobis distances, as computed by
tcov(). Note that this estimator is based on pairwise
differences and therefore no location estimate is returned.
ICS_tcov(x, beta = 2)An object of class "ICS_scatter" with the following
components:
this is NULL as the estimator is based on pairwise
differences and does not use a 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 positive numeric value specifying the tuning parameter of the
pairwise one-step M-estimator (default to 2), see tcov().
Andreas Alfons
ICS()
tcov(), ucov(), ICS_ucov()