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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

VersionRepositoryFileSize
1.1-3 rolling linux/jammy R-4.5 covRobust_1.1-3.tar.gz 24.7 KiB
1.1-3 rolling linux/noble R-4.5 covRobust_1.1-3.tar.gz 24.7 KiB
1.1-3 rolling source/ R- covRobust_1.1-3.tar.gz 4.8 KiB
1.1-3 latest linux/jammy R-4.5 covRobust_1.1-3.tar.gz 24.7 KiB
1.1-3 latest linux/noble R-4.5 covRobust_1.1-3.tar.gz 24.7 KiB
1.1-3 latest source/ R- covRobust_1.1-3.tar.gz 4.8 KiB
1.1-3 2026-04-26 source/ R- covRobust_1.1-3.tar.gz 4.8 KiB
1.1-3 2026-04-23 source/ R- covRobust_1.1-3.tar.gz 4.8 KiB
1.1-3 2026-04-09 windows/windows R-4.5 covRobust_1.1-3.zip 27.4 KiB
1.1-3 2025-04-20 source/ R- covRobust_1.1-3.tar.gz 4.8 KiB