robustcov

Posted 2021-02-12 gisalameda

https://de.mathworks.com/help/stats/robustcov.html

 

robustcov

Robust multivariate covariance and mean estimate

 

Syntax

sig = robustcov(x)

[sig,mu] = robustcov(x)

[sig,mu,mah] = robustcov(x)

[sig,mu,mah,outliers] = robustcov(x)

[sig,mu,mah,outliers,s] = robustcov(x)

[___] = robustcov(x,Name,Value)

 

Description

example

sig = robustcov(x) returns the robust covariance estimate sig of the multivariate data contained in x.

[sig,mu] = robustcov(x) also returns an estimate of the robust Minimum Covariance Determinant (MCD) mean, mu.

[sig,mu,mah] = robustcov(x) also returns the robust distances mah, computed as the Mahalanobis distances of the observations using the robust estimates of the mean and covariance.

[sig,mu,mah,outliers] = robustcov(x) also returns the indices of the observations retained as outliers in the sample data, outliers.

example

[sig,mu,mah,outliers,s] = robustcov(x) also returns a structure s that contains information about the estimate.

example

[___] = robustcov(x,Name,Value) returns any of the arguments shown in the previous syntaxes, using additional options specified by one or more Name,Value pair arguments. For example, you can specify which robust estimator to use or the start method to use for the attractors.

 

Examples