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)

Author
Naisyin Wang <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu>
Date of publication
2013-05-10 10:07:45
Maintainer
Hana Sevcikova <hanas@uw.edu>
License
GPL (>= 2)
Version
1.1-0

View on CRAN

Man pages

cov.nnve
Robust Covariance Estimation via Nearest Neighbor Cleaning

Files in this package

covRobust
covRobust/MD5
covRobust/R
covRobust/R/cov.nnve.R
covRobust/NAMESPACE
covRobust/man
covRobust/man/cov.nnve.Rd
covRobust/DESCRIPTION