Summary Method for Covariance/Correlation Models

DESCRIPTION:

Returns a summary of the covariance/correlation models stored in a fit.models object with virtual class covfm.

USAGE:

summary.covfm(object, distance=F, ...)

REQUIRED ARGUMENTS:

object
a fit.models object with virtual class covfm that contains the fitted models.

OPTIONAL ARGUMENTS:

distance
if TRUE, the mahalanobis distances are included in the summary.

VALUE:

a summary.lmfm object with the following components:
mod.names
the names of the models in object.
calls
a list containing the call of each model in object.
covs
a matrix with one row for each model in object containing the unique covariance/correlation estimates.
centers
a matrix with one row for each model in object containing the location estimates.
evals
a matrix with one row for each model in object containing the eigenvalues of the estimated covariance/correlation matrix.
dists
if distance = T, the mahalanobis distances calculated using the covariance/location estimate for each model in object.

SEE ALSO:

, , , .

EXAMPLES:

cov.mle <- cov(stack.dat)
cov.rbb <- covRob(stack.dat)
cov.fm <- fit.models(cov.rb, cov.mle)
cov.sum <- summary(cov.fm)
cov.sum