conta_normal | Sample contaminated normal |
corKendall | Kendall's tau |
corQuadrant | Quadrant correlation coefficients |
corSpearman | Spearman correlation |
covGK | Gnanadesikan-Kettenring estimator for *covariance* |
covNPD | NPD estimator for *covariance* based on Qn |
covOGK | Orthogonalized Gnanadesikan-Kettenring (OGK) estimator for... |
covSpearmanU | SpearmanU estimator for *covariance* |
cvglasso | Cross validation to chose tuning parameter of glasso |
nearPPSD | nearest positive semi-definite projection of a matrix |
negLLrobOmega | -log Likelihood on test set |
raltert | Alternative multivariate t distribution |
rmvnorm | Multivariate normal distribution with 0 mean |
rmvt | Multivariate t distribution |
robglasso | glasso with robust covariance estimations |
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