- loc
p-by-1 vector containing MM estimate of location.
- shape
p-by-p matrix with MM estimate of the shape matrix.
- cov
matrix with MM estimate of the covariance matrix.
Remark: covariance = auxscale^2 * shape
.
- weights
A vector containing the estimates of the weights.
- outliers
A vector containing the list of the units declared
as outliers using confidence level specified in input scalar
conflev
.
- Sloc
A vector with S estimate of location.
- Sshape
A matrix with S estimate of the shape matrix.
- Scov
A matrix with S estimate of the covariance matrix.
- auxscale
S estimate of the scale.
- md
n-by-1 vector containing the estimates of the robust
Mahalanobis distances (in squared units).
- conflev
Confidence level that was used to declare outliers.
- X
the data matrix X