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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 |
| Reference manual: | covRobust.pdf |
| 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 |
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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.