covOGK: Orthogonalized Gnanadesikan-Kettenring (OGK) estimator for...
In robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators
Description
Usage
Arguments
Value
Examples
Description
This routine calculates the Orthogonalized Gnanadesikan-Kettenring (OGK) estimator for *covariance*, using scale estimation of Gn, as in Maronna and Zamar
Usage
1
Arguments
data
the n by p raw data matrix
Value
a matrix with dimension p by p, OGK estimator
Examples
1
robustcov documentation built on Aug. 4, 2021, 5:07 p.m.
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Description Usage Arguments Value Examples
Description
This routine calculates the Orthogonalized Gnanadesikan-Kettenring (OGK) estimator for *covariance*, using scale estimation of Gn, as in Maronna and Zamar
Usage
1 |
Arguments
data |
the n by p raw data matrix |
Value
a matrix with dimension p by p, OGK estimator
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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