robFitConGraph: Graph-Constrained Robust Covariance Estimation

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) <doi:10.1093/biomet/asu041>. See robFitConGraph() function documentation for further details.

Version:	0.1.0
Imports:	Rcpp, mvtnorm, MASS
LinkingTo:	Rcpp
Published:	2019-02-08
Author:	Stuart Watt, Daniel Vogel
Maintainer:	Stuart Watt <s.watt.15 at aberdeen.ac.uk>
License:	GPL-3
NeedsCompilation:	yes
CRAN checks:	robFitConGraph results

Documentation:

Reference manual:

robFitConGraph.pdf

Downloads:

Package source:	robFitConGraph_0.1.0.tar.gz
Windows binaries:	r-devel: robFitConGraph_0.1.0.zip, r-release: robFitConGraph_0.1.0.zip, r-oldrel: robFitConGraph_0.1.0.zip
macOS binaries:	r-release (arm64): robFitConGraph_0.1.0.tgz, r-oldrel (arm64): robFitConGraph_0.1.0.tgz, r-release (x86_64): robFitConGraph_0.1.0.tgz, r-oldrel (x86_64): robFitConGraph_0.1.0.tgz

Linking:

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