Man pages for robustcov
Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

conta_normalSample contaminated normal
corKendallKendall's tau
corQuadrantQuadrant correlation coefficients
corSpearmanSpearman correlation
covGKGnanadesikan-Kettenring estimator for *covariance*
covNPDNPD estimator for *covariance* based on Qn
covOGKOrthogonalized Gnanadesikan-Kettenring (OGK) estimator for...
covSpearmanUSpearmanU estimator for *covariance*
cvglassoCross validation to chose tuning parameter of glasso
nearPPSDnearest positive semi-definite projection of a matrix
negLLrobOmega-log Likelihood on test set
raltertAlternative multivariate t distribution
rmvnormMultivariate normal distribution with 0 mean
rmvtMultivariate t distribution
robglassoglasso with robust covariance estimations
robustcov documentation built on Aug. 4, 2021, 5:07 p.m.