The object itself is basically a list
with the following
components:
locp-by-1 vector containing S estimate of location.
shapep-by-p matrix containing robust estimate of the shape
matrix. Remark: det|shape|=1.
scalerobust estimate of the scale.
covscale^2 * shape
: robust estimate of
covariance matrix.
bsa (p+1) vector containing the units forming best subset
associated with S estimate of location.
mdn-by-1 vector containing the estimates of the robust
Mahalanobis distances (in squared units). This vector contains
the distances of each observation from the location of the data,
relative to the scatter matrix cov.
outliersA vector containing the list of the units declared
as outliers using confidence level specified in input scalar
conflev
.
conflevConfidence level that was used to declare outliers.
singsubNumber of subsets without full rank. Notice that
singsub > 0.1*(number of subsamples)
produces a warning.
weightsn x 1 vector containing the estimates of the weights.
Xthe data matrix X
The object has class "smult".