Package: covRobust 1.1-3

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>.

Authors:Naisyin Wang <[email protected]> and Adrian Raftery <[email protected]> with contributions from Chris Fraley <[email protected]>

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covRobust/json (API)

Peer review:

Bug tracker:https://github.com/hanase/covrobust/issues

On CRAN:

1 exports 0.63 score 0 dependencies 7 scripts 208 downloads

Last updated 7 years agofrom:8818ca8065. Checks:OK: 7. Indexed: yes.

Exports:cov.nnve

Dependencies: