CovNA-class: Class "CovNA" -- a base class for estimates of multivariate
location and scatter for incomplete data
Description
The class CovNA represents an estimate of the
multivariate location and scatter of a data set. The objects of class CovNA
contain the classical estimates and serve as base for deriving other
estimates, i.e. different types of robust estimates.
Objects from the Class
Objects can be created by calls of the form new("CovNA", ...),
but the usual way of creating CovNA objects is a call to the function
CovNA which serves as a constructor.Slots
call:- Object of class
"language" cov:- covariance matrix
center:- location
n.obs:- number of observations used for the computation of the estimates
mah:- mahalanobis distances
det:- determinant
flag:- flags (FALSE if suspected an outlier)
method:- a character string describing the method used to
compute the estimate: "Classic"
singularity:- a list with singularity information for the
covariance matrix (or
NULL of not singular) X:- data
Extends
Class "Cov", directly.Methods
- getDistance
signature(obj = "CovNA"): distances - getFlag
signature(obj = "CovNA"): Flags observations as outliers if the corresponding mahalanobis distance is larger then qchisq(prob, p) where prob defaults to 0.975. - summary
signature(object = "CovNA"): calculate summary information
References
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/.