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>.

Version: 1.1-3
Depends: R (≥ 2.15.1)
Published: 2017-05-19
DOI: 10.32614/CRAN.package.covRobust
Author: Naisyin Wang and Adrian Raftery with contributions from Chris Fraley
Maintainer: Hana Sevcikova <hanas at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Robust
CRAN checks: covRobust results


Reference manual: covRobust.pdf


Package source: covRobust_1.1-3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): covRobust_1.1-3.tgz, r-oldrel (arm64): covRobust_1.1-3.tgz, r-release (x86_64): covRobust_1.1-3.tgz, r-oldrel (x86_64): covRobust_1.1-3.tgz
Old sources: covRobust archive


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