robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) <doi:10.1214/18-EJS1427>.

Getting started

Package details

AuthorYunyi Shen [aut, cre] (<>), David Simcha [cph]
MaintainerYunyi Shen <>
Package repositoryView on CRAN
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robustcov documentation built on Aug. 4, 2021, 5:07 p.m.