covRobust (1.1-0)

Robust Covariance Estimation via Nearest Neighbor Cleaning.

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 <> and Adrian Raftery <> with contributions from Chris Fraley <>

License: GPL (>= 2)

Uses: Does not use any package
Reverse suggests: fPortfolio

Released over 6 years ago.