Returns a list containing robust estimates of the covariance matrix,
the location, and (optionally) the correlation matrix of the data.
Specifically, the function returns weighted estimates,
with weights based on the minimum volume ellipsoid estimator.
This function is generic (see
Methods); method functions can be written
to handle specific classes of data. Classes which already have methods
for this function include:
formula
USAGE:
cov.mve(object, ...)
REQUIRED ARGUMENTS:
object
a vector, matrix, a data.frame or a formula.
OPTIONAL ARGUMENTS:
...
methods may have additional arguments.
VALUE:
an object of class
"mve" representing the minimum volume ellipsoid
covariance estimation.
See the
mve.object help file for details.