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) .


Reference manual

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1.1-3 by Hana Sevcikova, 4 years ago

Browse source code at

Authors: Naisyin Wang <[email protected]> and Adrian Raftery <[email protected]> with contributions from Chris Fraley <[email protected]>

Documentation:   PDF Manual  

Task views: Multivariate Statistics, Robust Statistical Methods

GPL (>= 2) license

See at CRAN