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)
- Version1.1-3
- R version≥ 2.15.1
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release05/19/2017
Documentation
Team
Hana Sevcikova
Naisyin Wang and Adrian Raftery with contributions from Chris Fraley
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Dependencies
- Depends1 package