Summary Method for Objects of Class "covRob"
USAGE:
summary.covRob(x, ...)
DESCRIPTION:
This is the
covRob
method for the generic function
summary()
.
REQUIRED ARGUMENTS:
- x
-
a
covRob
object.
OPTIONAL ARGUMENTS:
- ...
-
additional arguments for summary.
VALUE:
a list of class
summary.covRob
is returned
with the following components:
- call
-
the call to
covRob
.
- cov
-
a robust estimate of scatter.
- center
-
a robust estimate of location.
- evals
-
the eigenvalues of the estimated robust covariance matrix.
- iter
-
the number of iterations performed.
- corr
-
if TRUE, cov contains a robust estimate of the correlation matrix.
- dist
-
the Mahalanobis distances calculated from the robust covariance matrix
estimate.