Package: robFitConGraph
Type: Package
Title: Graph-Constrained Robust Covariance Estimation
Version: 0.1.0
Author: Stuart Watt, Daniel Vogel
Maintainer: Stuart Watt <s.watt.15@aberdeen.ac.uk>
Description: 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.
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
LinkingTo: Rcpp
Imports: Rcpp, mvtnorm, MASS
NeedsCompilation: yes
Packaged: 2019-02-03 23:56:37 UTC; stuar
Repository: CRAN
Date/Publication: 2019-02-08 12:30:03 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-15 19:06:39 UTC; unix
Archs: robFitConGraph.so.dSYM
