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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Install

install.packages('covRobust')

Monthly Downloads

170

Version

1.1-3

License

GPL (>= 2)

Maintainer

Last Published

May 19th, 2017

Functions in covRobust (1.1-3)