robFitConGraph: Graph-Constrained Robust Covariance Estimation

Contains a function by the same name, which provides two types of robust t-M-estimators of scatter subject to zero-constraints in the inverse. The methodology is described in Vogel & Tyler (2014) <doi:10.1093/biomet/asu041>. See the robFitConGraph function documentation for further details. A tutorial including background information is given by Vogel, Watt & Wiedemann (2022) <arXiv:2204.04291>.

Version: 0.4.1
Depends: R (≥ 2.10)
Imports: Rcpp, RcppArmadillo
LinkingTo: Rcpp, RcppArmadillo
Suggests: mvtnorm, MASS, ggm
Published: 2022-12-01
Author: Stuart Watt, Daniel Vogel
Maintainer: Daniel Vogel <daniel.vogel at tu-dortmund.de>
License: GPL-3
URL: https://arxiv.org/abs/2204.04291
NeedsCompilation: yes
CRAN checks: robFitConGraph results

Documentation:

Reference manual: robFitConGraph.pdf

Downloads:

Package source: robFitConGraph_0.4.1.tar.gz
Windows binaries: r-devel: robFitConGraph_0.4.1.zip, r-release: robFitConGraph_0.4.1.zip, r-oldrel: robFitConGraph_0.4.1.zip
macOS binaries: r-release (arm64): robFitConGraph_0.4.1.tgz, r-oldrel (arm64): robFitConGraph_0.4.1.tgz, r-release (x86_64): robFitConGraph_0.4.1.tgz, r-oldrel (x86_64): robFitConGraph_0.4.1.tgz
Old sources: robFitConGraph archive

Linking:

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