These are objects of class
mcd
They represent robust estimates of multivariate location and scatter,
obtained from the minimum covariance determinant estimator
(Rousseeuw, 1985).
GENERATION:
This class of objects is returned from the
cov.mcd function.
METHODS:
The
"mcd" class of objects has methods for the following generic
functions:
plot,
print,
summary.
STRUCTURE:
The following components must be included in a legitimate
mcd object.
VALUE:
cov
the robust covariance matrix obtained by reweighting.
(If the raw MCD is singular, it is given here.)
center
the robust location estimate of the data, obtained by reweighting.
(If the raw MCD is singular, its center is given here.)
n.obs
the number of data observations (without missing values).
cor
the estimated correlation matrix for the data.
This is only returned if the input
cor is
TRUE.
method
a character string that contains information about the method and
about singular subsamples (if any).
quan
the number of observations that have determined the minimum covariance
determinant estimator.
The default is
floor((n+p+1)/2), where
n is the number of observations
and
p the number of variables.
raw.cov
the raw MCD covariance matrix.
raw.center
the raw MCD location of the data.
raw.objective
the determinant of the raw MCD covariance matrix.
mcd.wt
weights based on the estimated covariance matrix and the estimated
location of the data.
X
same as the input data of
cov.mcd.default or the data matrix.
model
optionally the model frame, if
model=TRUE (in
cov.mcd.formula).
x
optionally the model matrix, if
x=TRUE (in
cov.mcd.formula).