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robFitConGraph
View on CRAN: Click
here
Download and install robFitConGraph package within the R console
Install from CRAN:
install.packages("robFitConGraph")
Install from Github:
library("remotes")
install_github("cran/robFitConGraph")
Install by package version:
library("remotes")
install_version("robFitConGraph", "0.4.1")
Attach the package and use:
library("robFitConGraph")
Maintained by
Stuart Watt
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2019-02-08
Latest Update: 2022-12-19
Description:
Contains a single function named robFitConGraph which includes two algorithms for robust estimation of scatter matrices subject to zero-constraints in its inverse. The methodology is described in Vogel Tyler 2014 doi10.1093biometasu041. See robFitConGraph function documentation for further details.
How to cite:
Stuart Watt (2019). robFitConGraph: Graph-Constrained Robust Covariance Estimation. R package version 0.4.1, https://cran.r-project.org/web/packages/robFitConGraph. Accessed 20 Feb. 2025.
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