A list with class “covRob” containing the following elements:
muThe location estimate
VThe scatter (or correlation) matrix estimate, scaled for consistency at the normal distribution
centerThe location estimate. Same as mu
above.
covThe scatter matrix estimate, scaled for consistency at the normal distribution. Same as V
above.
corThe correlation matrix estimate, if the argument cor
equals TRUE
. Otherwise it is set to NULL
.
distaRobust Mahalanobis distances.
wweights
gammaFinal value of the constant gamma that regulates the efficiency.