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robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) <doi:10.1214/18-EJS1427>.

Version: 0.1
Imports: Rcpp (≥ 1.0.6), glasso, caret
LinkingTo: Rcpp, RcppArmadillo
Published: 2021-08-04
DOI: 10.32614/CRAN.package.robustcov
Author: Yunyi Shen ORCID iD [aut, cre], David Simcha [cph]
Maintainer: Yunyi Shen <yshen99 at wisc.edu>
License: GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: robustcov results

Documentation:

Reference manual: robustcov.pdf

Downloads:

Package source: robustcov_0.1.tar.gz
Windows binaries: r-devel: robustcov_0.1.zip, r-release: robustcov_0.1.zip, r-oldrel: robustcov_0.1.zip
macOS binaries: r-release (arm64): robustcov_0.1.tgz, r-oldrel (arm64): robustcov_0.1.tgz, r-release (x86_64): robustcov_0.1.tgz, r-oldrel (x86_64): robustcov_0.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=robustcov 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.