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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("covRobust")

1.1-3 by Hana Sevcikova, 3 years ago


Browse source code at https://github.com/cran/covRobust


Authors: Naisyin Wang <[email protected]> and Adrian Raftery <[email protected]> with contributions from Chris Fraley <[email protected]>


Documentation:   PDF Manual  


Task views: Multivariate Statistics, Robust Statistical Methods


GPL (>= 2) license



See at CRAN