covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning

The cov.nnve() function for robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002,JASA)

Install the latest version of this package by entering the following in R:
install.packages("covRobust")
AuthorNaisyin Wang <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu>
Date of publication2013-05-10 10:07:45
MaintainerHana Sevcikova <hanas@uw.edu>
LicenseGPL (>= 2)
Version1.1-0

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R
R/cov.nnve.R
NAMESPACE
man
man/cov.nnve.Rd
DESCRIPTION

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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