covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning

The cov.nnve() function for robust covariance estimation by the nearest neighbor variance estimation (NNVE) method of Wang and Raftery (2002,JASA)

Version: 1.1-0
Depends: R (≥ 2.15.1)
Published: 2013-05-10
Author: Naisyin Wang and Adrian Raftery with contributions from Chris Fraley
Maintainer: Hana Sevcikova <hanas at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Multivariate, Robust
CRAN checks: covRobust results


Reference manual: covRobust.pdf
Package source: covRobust_1.1-0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: covRobust_1.1-0.tgz, r-oldrel: covRobust_1.1-0.tgz
OS X Mavericks binaries: r-release: covRobust_1.1-0.tgz
Old sources: covRobust archive