robcor: Estimate a Robust Correlation Matrix

Description Usage Arguments Value

View source: R/covariance.R

Description

Estimate a Robust Correlation Matrix

Usage

1
robcor(x, covfun = cov.shr, args = NULL)

Arguments

x

a data frame or matrix of numeric covariates

covfun

a covariance function that returns a list with items named "center" and "cov". defaults to cov.shr

args

an optional named list of arguments to pass to covfun

Value

a correlation matrix


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.