covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning

The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) <DOI:10.1198/016214502388618780>.

Getting started

Package details

AuthorNaisyin Wang <> and Adrian Raftery <> with contributions from Chris Fraley <>
MaintainerHana Sevcikova <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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covRobust documentation built on May 2, 2019, 6:44 a.m.