covRobust (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: Naisyin Wang
Author(s): Naisyin Wang <> and Adrian Raftery <> with contributions from Chris Fraley <>

License: GPL version 2 or newer

Uses: Does not use any package
Reverse suggests: fPortfolio

Released almost 2019 years ago.