Robust Covariance Estimation via Nearest Neighbor Cleaning CRAN Task View: Multivariate (http://CRAN.R-project.org/view=Multivariate) CRAN Task View: Robust (http://CRAN.R-project.org/view=Robust) The cov.nnve() function for robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002,JASA) Software Naisyin Wang <nwang@stat.tamu.edu> Naisyin Wang <nwang@stat.tamu.edu> and Adrian Raftery <raftery@stat.washington.edu> with contributions from Chris Fraley <fraley@stat.washington.edu> GPL (>= 2) 2003-12-04 application/tgz http://CRAN.R-project.org/package=covRobust