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covRobust  

Robust Covariance Estimation via Nearest Neighbor Cleaning
View on CRAN: Click here


Download and install covRobust package within the R console
Install from CRAN:
install.packages("covRobust")

Install from Github:
library("remotes")
install_github("cran/covRobust")

Install by package version:
library("remotes")
install_version("covRobust", "1.1-3")



Attach the package and use:
library("covRobust")
Maintained by
Hana Sevcikova
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-10-29
Latest Update: 2017-05-19
Description:
The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) .
How to cite:
Hana Sevcikova (2012). covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning. R package version 1.1-3, https://cran.r-project.org/web/packages/covRobust. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.0 (2012-10-29 08:58), 1.1-0 (2013-05-10 10:07), 1.1-1 (2017-05-12 07:37)
Other packages that cited covRobust R package
View covRobust citation profile
Other R packages that covRobust depends, imports, suggests or enhances
Complete documentation for covRobust
Functions, R codes and Examples using the covRobust R package
Some associated functions: cov.nnve . 
Some associated R codes: cov.nnve.R .  Full covRobust package functions and examples
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