covRobust
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1-3 |
2026-04-09 windows/windows R-4.5 | covRobust_1.1-3.zip |
27.4 KiB |