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%% --- NOTA BENE: Renamed function from cov() to ccov() to covClassic()
\name{covClassic}
\alias{covClassic}
\title{Classical Covariance Estimation}
\description{
Compute an estimate of the covariance/correlation matrix and location
vector using classical methods.
Its main intention is to return an object compatible to that
produced by \code{\link{covRob}}, but fit using classical methods.
}
\usage{
covClassic(data, corr = FALSE, center = TRUE, distance = TRUE,
na.action = na.fail, unbiased = TRUE, ...)
}
\arguments{
\item{data}{a numeric matrix or data frame containing the data.}
\item{corr}{a logical flag. If \code{corr = TRUE} then the estimated correlation matrix is computed.}
\item{center}{a logical flag or a numeric vector of length \code{p} (where \code{p} is the number of columns of \code{x}) specifying the center. If \code{center = TRUE} then the center is estimated. Otherwise the center is taken to be 0.}
\item{distance}{a logical flag. If \code{distance = TRUE} the Mahalanobis distances are computed.}
\item{na.action}{a function to filter missing data. The default \code{na.fail} produces an error if missing values are present. An alternative is \code{na.omit} which deletes observations that contain one or more missing values.}
\item{unbiased}{logical indicating if an unbiased estimate of the
covariance matrix is should becomputed. If false, the maximum
likelihood estimate is computed.}
\item{...}{additional .}
}
\value{
a list with class \dQuote{covClassic} containing the following elements:
\item{call}{an image of the call that produced the object with all the arguments named.}
\item{cov}{a numeric matrix containing the estimate of the covariance/correlation matrix.}
\item{center}{a numeric vector containing the estimate of the location vector.}
\item{dist}{a numeric vector containing the squared Mahalanobis distances. Only
present if \code{distance = TRUE} in the \code{call}.}
\item{corr}{a logical flag. If \code{corr = TRUE} then \code{cov}
contains an estimate of the correlation matrix of \code{x}.}
}
\note{
Originally, and in S-PLUS, this function was called \code{cov}; it has
been renamed, as that did mask the function in the standard package
\pkg{stats}.
}
\seealso{
\code{\link{covRob}},
\code{\link{var}},
\code{\link{cov.wt}}.
}
\examples{
data(stack.dat)
covClassic(stack.dat)
}
\keyword{robust}
\keyword{multivariate}
|
