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 |
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: | Multivariate, 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 |
OS X El Capitan binaries: | r-release: covRobust_1.1-3.tgz |
OS X Mavericks binaries: | r-oldrel: covRobust_1.1-3.tgz |
Old sources: | covRobust archive |
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