CovNASest-class: S Estimates of Multivariate Location and Scatter for incomplete data
Description
This class, derived from the virtual class "CovRobust"
accomodates S Estimates of multivariate location and scatter computed
by the ‘Fast S’ or ‘SURREAL’ algorithm.
Arguments
Objects from the Class
Objects can be created by calls of the form new("CovSest", ...),
but the usual way of creating CovSest objects is a call to the function
CovSest which serves as a constructor.
Slots
iter, crit, wt:
from the
"CovRobust" class.
call, cov, center,
n.obs, mah, method,
singularity, X:
from the "Cov" class.
Extends
Class "CovRobust", directly.
Class "Cov", by class "CovRobust".
Methods
No methods defined with class "CovSest" in the signature.
Todorov V & Filzmoser P (2009),
An Object Oriented Framework for Robust Multivariate Analysis.
Journal of Statistical Software, 32(3), 1--47.
URL http://www.jstatsoft.org/v32/i03/.