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>
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:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): robFitConGraph_0.1.0.tgz, r-release (x86_64): robFitConGraph_0.1.0.tgz, r-oldrel: robFitConGraph_0.1.0.tgz


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