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)

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

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