robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators
Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) <doi:10.1214/18-EJS1427>.
| Version: | 0.1 |
| Imports: | Rcpp (≥ 1.0.6), glasso, caret |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2021-08-04 |
| Author: | Yunyi Shen  [aut,
cre],
David Simcha [cph] |
| Maintainer: | Yunyi Shen <yshen99 at wisc.edu> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | robustcov results |
Documentation:
| Reference manual: | robustcov.pdf |
Downloads:
| Package source: | robustcov_0.1.tar.gz |
| Windows binaries: | r-devel: robustcov_0.1.zip, r-release: robustcov_0.1.zip, r-oldrel: robustcov_0.1.zip |
| macOS binaries: | r-release (arm64): robustcov_0.1.tgz, r-oldrel (arm64): robustcov_0.1.tgz, r-release (x86_64): robustcov_0.1.tgz, r-oldrel (x86_64): robustcov_0.1.tgz |
Linking:
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