robFitConGraph

Contains a function by the same name, which provides two types of robust t-M-estimators of scatter subject to zero-constraints in the inverse. The methodology is described in Vogel & Tyler (2014) doi:10.1093/biomet/asu041. See the robFitConGraph function documentation for further details. A tutorial including background information is given by Vogel, Watt & Wiedemann (2022) .