covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning
Version 1.1-3

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

Getting started

Package details

AuthorNaisyin Wang <[email protected]> and Adrian Raftery <[email protected]> with contributions from Chris Fraley <[email protected]>
Date of publication2017-05-19 20:54:03 UTC
MaintainerHana Sevcikova <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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covRobust documentation built on May 29, 2017, 8:17 p.m.