robFitConGraph: Graph-Constrained Robust Covariance Estimation

Contains a single function named robFitConGraph() which includes two algorithms for robust estimation of scatter matrices subject to zero-constraints in its inverse. The methodology is described in Vogel & Tyler (2014) <doi:10.1093/biomet/asu041>. See robFitConGraph() function documentation for further details.

Package details

AuthorStuart Watt, Daniel Vogel
MaintainerStuart Watt <[email protected]>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("robFitConGraph")

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robFitConGraph documentation built on May 2, 2019, 3:45 a.m.