hanase/covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning
Version 1.1-3

The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) .

Getting started

Package details

AuthorNaisyin Wang <[email protected]> and Adrian Raftery <[email protected]> with contributions from Chris Fraley <[email protected]>
MaintainerHana Sevcikova <[email protected]>
LicenseGPL (>= 2)
Version1.1-3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("hanase/covRobust")
hanase/covRobust documentation built on June 5, 2017, 11:14 p.m.