CRAN/E | robustcov

robustcov

Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

Installation

About

Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) doi:10.1214/18-EJS1427.

Key Metrics

Version 0.1
Published 2021-08-04 968 days ago
Needs compilation? yes
License GPL-3
CRAN checks robustcov results

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Maintainer

Maintainer

Yunyi Shen

yshen99@wisc.edu

Authors

Yunyi Shen

aut / cre

David Simcha

cph

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

Rcpp ≥ 1.0.6
glasso
caret

LinkingTo

Rcpp
RcppArmadillo