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 <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu>
MaintainerHana Sevcikova <hanas@uw.edu>
LicenseGPL (>= 2)
Version1.1-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("covRobust")

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covRobust documentation built on May 2, 2019, 6:44 a.m.