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r-covRobust

Description

Robust Covariance Estimation via Nearest Neighbor Cleaning.

Description
cran.r-project.org
The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) <DOI:10.1198/016214502388618780>.
Metadata

Version

1.1-3

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/covRobust/

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