covRobust (1.1-0)
Robust Covariance Estimation via Nearest Neighbor Cleaning.
http://cran.r-project.org/web/packages/covRobust
The cov.nnve() function for robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002,JASA)
Maintainer:
Hana Sevcikova
Author(s): Naisyin Wang <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu>
License: GPL (>= 2)
Uses: Does not use any package
Reverse suggests: fPortfolio
Released about 1 month ago.
1 previous version
- covRobust_1.0. Released over 12 years ago.
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