hanase/covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning
The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) <DOI:10.1198/016214502388618780>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Naisyin Wang <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu> |
| Maintainer | Hana Sevcikova <hanas@uw.edu> |
| License | GPL (>= 2) |
| Version | 1.1-3 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
