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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>.

Version: 1.1-3
Depends: R (≥ 2.15.1)
Published: 2017-05-19
DOI: 10.32614/CRAN.package.covRobust
Author: Naisyin Wang and Adrian Raftery with contributions from Chris Fraley
Maintainer: Hana Sevcikova <hanas at uw.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Robust
CRAN checks: covRobust results

Documentation:

Reference manual: covRobust.pdf

Downloads:

Package source: covRobust_1.1-3.tar.gz
Windows binaries: r-devel: covRobust_1.1-3.zip, r-release: covRobust_1.1-3.zip, r-oldrel: covRobust_1.1-3.zip
macOS binaries: r-release (arm64): covRobust_1.1-3.tgz, r-oldrel (arm64): covRobust_1.1-3.tgz, r-release (x86_64): covRobust_1.1-3.tgz, r-oldrel (x86_64): covRobust_1.1-3.tgz
Old sources: covRobust archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=covRobust to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.