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robustcov  

Collection of Robust Covariance and (Sparse) Precision Matrix Estimators
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("robustcov", "0.1")



Attach the package and use:
library("robustcov")
Maintained by
Yunyi Shen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-08-04
Latest Update: 2021-08-04
Description:
Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) .
How to cite:
Yunyi Shen (2021). robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators. R package version 0.1, https://cran.r-project.org/web/packages/robustcov. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:52), 0.1 (2021-08-04 12:00)
Other packages that cited robustcov R package
View robustcov citation profile
Other R packages that robustcov depends, imports, suggests or enhances
Complete documentation for robustcov
Functions, R codes and Examples using the robustcov R package
Some associated functions: conta_normal . corKendall . corQuadrant . corSpearman . covGK . covNPD . covOGK . covSpearmanU . cvglasso . nearPPSD . negLLrobOmega . raltert . rmvnorm . rmvt . robglasso . 
Some associated R codes: RcppExports.R . glasso_CV.R . graph_generator.R . misc.R . simu_data.R .  Full robustcov package functions and examples
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