CovSest-class

This class, derived from the virtual class <code>"CovRobust"</code> 
    accomodates S Estimates of multivariate location and scatter computed 
    by the  <squote>Fast S</squote> or <squote>SURREAL</squote> algorithm.

multivariate

robust

classes

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point.

Valentin Todorov

rrcov

Scalable Robust Estimators with High Breakdown Point

CovSest-class function

Objects can be created by calls of the form <code>new("CovSest", ...)</code>,
but the usual way of creating <code>CovSest</code> objects is a call to the function
<code>CovSest</code> which serves as a constructor.

Objects from the Class

Class <code>"CovRobust"</code>, directly.
Class <code>"Cov"</code>, by class <code>"CovRobust"</code>.

Extends

No methods defined with class "CovSest" in the signature.

CovSest-class: S Estimates of Multivariate Location and Scatter

Description

Arguments

Objects from the Class

Extends

Methods

See Also

Examples