robFitConGraph-package: Robust estimation of scatter matrices subject to...

In robFitConGraph: Graph-Constrained Robust Covariance Estimation

Robust estimation of scatter matrices subject to zero-constraints in their inverse.

Description

The package contains a function named after itself, robFitConGraph, two auxiliary functions find_eta and find_sigma1 and a data set anxieties.

Details

The function robFitConGraph provides two types of robust t-M-estimators of scatter subject to zero-constraints in the inverse. See the robFitConGraph function documentation for further details.

A tutorial including background information can be found on arxiv.org <doi:10.48550/arXiv.2204.04291>.

See Also

Useful links:

• https://arxiv.org/abs/2204.04291

robFitConGraph documentation built on Dec. 1, 2022, 1:21 a.m.