The cov.nnve() function implements robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002) .
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1.1-3 by Hana Sevcikova, 9 years ago
Browse source code at https://github.com/cran/covRobust
Authors: Naisyin Wang <nwangaa@umich.edu> and Adrian Raftery <raftery@uw.edu> with contributions from Chris Fraley <fraley@uw.edu>
Documentation: PDF Manual
GPL (>= 2) license
See at CRAN