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Description

Robust Covariance Estimation via Nearest Neighbor Cleaning.

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

Platforms (75)

    Darwin
    FreeBSD
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