The cov.nnve() function for robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002,JASA)
| Version: | 1.0 |
| Author: | Naisyin Wang and Adrian Raftery with contributions from Chris Fraley |
| Maintainer: | Naisyin Wang <nwang at stat.tamu.edu> |
| License: | GPL version 2 or newer |
| In views: | Multivariate, Robust |
| CRAN checks: | covRobust results |
Downloads:
| Package source: | covRobust_1.0.tar.gz |
| MacOS X binary: | covRobust_1.0.tgz |
| Windows binary: | covRobust_1.0.zip |
| Reference manual: | covRobust.pdf |