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covRobust (version 1.1-3)
Robust Covariance Estimation via Nearest Neighbor Cleaning
Description
The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002)
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Version
Version
1.1-3
1.1-1
1.1-0
1.0
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Install
install.packages('covRobust')
Monthly Downloads
170
Version
1.1-3
License
GPL (>= 2)
Maintainer
Hana Sevcikova
Last Published
May 19th, 2017
Functions in covRobust (1.1-3)
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cov.nnve
Robust Covariance Estimation via Nearest Neighbor Cleaning