Graph-Constrained Robust Covariance Estimation
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Documentation for package ‘robFitConGraph’ version 0.4.1
Help Pages
| robFitConGraph-package | Robust estimation of scatter matrices subject to zero-constraints in their inverse. |
| anxieties | Anxieties |
| find_eta | The proportionality constant eta of the t-MLE for scatter |
| find_sigma1 | The asymptotic efficiency constant sigma_1 of the t-MLE for scatter |
| robFitConGraph | Graph-constrained robust scatter estimation. |
| _PACKAGE | Robust estimation of scatter matrices subject to zero-constraints in their inverse. |