covRobust (1.1-3)
Robust Covariance Estimation via Nearest Neighbor Cleaning.
http://cran.r-project.org/web/packages/covRobust
The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) .
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 almost 2 years ago.
3 previous versions
- covRobust_1.1-1. Released almost 2 years ago.
- covRobust_1.1-0. Released almost 6 years ago.
- covRobust_1.0. Released about 2018 years ago.
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