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 aberdeen.ac.uk>
License: GPL-3
NeedsCompilation: yes
CRAN checks: robFitConGraph results

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Reference manual: robFitConGraph.pdf
Package source: robFitConGraph_0.1.0.tar.gz
Windows binaries: r-devel: robFitConGraph_0.1.0.zip, r-release: robFitConGraph_0.1.0.zip, r-oldrel: robFitConGraph_0.1.0.zip
OS X binaries: r-release: robFitConGraph_0.1.0.tgz, r-oldrel: robFitConGraph_0.1.0.tgz

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