kkdey/Robocov: Robust Estimation of covariance matrix and conditional graphs
Performs robust estimation of covariance/correlation matrix and partial correlation matrix (conditional graphs) for data matrix with missing at random entries. The missing-ness in data manifests in limiting the variation of the Fisher Z-scores which is leveraged to perform estimation of the correlation and conditional graphs.
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Package details |
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| Author | c(person("Kushal","Dey",role=c("aut","cre"), email="kdey@hsph.harvard.edu"), person("Rahul","Mazumder",role="aut")) |
| Maintainer | Kushal Dey <kdey@hsph.harvard.edu> |
| License | GPL (>= 2) |
| Version | 0.1-6 |
| URL | https://github.com/kkdey/Robocov |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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