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.
|Author||Stuart Watt, Daniel Vogel|
|Maintainer||Stuart Watt <[email protected]>|
|Package repository||View on CRAN|
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