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 ORCID iD [aut, cre], David Simcha [cph]
Maintainer: Yunyi Shen <yshen99 at wisc.edu>
License: GPL-3
NeedsCompilation: yes
Materials: README
CRAN checks: robustcov results

Downloads:

Reference manual: robustcov.pdf
Package source: robustcov_0.1.tar.gz
Windows binaries: r-devel: robustcov_0.1.zip, r-devel-UCRT: 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-release (x86_64): robustcov_0.1.tgz, r-oldrel: robustcov_0.1.tgz

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