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 |
| Reference manual: | robFitConGraph.pdf |
| 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: robFitConGraph_0.1.0.tgz, r-oldrel: robFitConGraph_0.1.0.tgz |
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