Wrapper functions for the one-step M-estimator of scatter with weights based
on Mahalanobis distances as computed by scov(), or the simple
related estimator that is based on a transformation as computed by
ucov().
ICS_scov(x, location = TRUE, beta = 0.2)ICS_ucov(x, location = TRUE, beta = 0.2)
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 sample
mean as location estimate (defaults to TRUE).
a positive numeric value specifying the tuning parameter of the
estimator (default to 0.2), see ucov().
Andreas Alfons
ICS()
tcov(), ICS_tcov(), ucov()