Package: robustcov 0.1

Yunyi Shen

robustcov: Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

Collection of methods for robust covariance and (sparse) precision matrix estimation based on Loh and Tan (2018) <doi:10.1214/18-EJS1427>.

Authors:Yunyi Shen [aut, cre], David Simcha [cph]

robustcov_0.1.tar.gz
robustcov_0.1.tar.gz(r-4.5-noble)robustcov_0.1.tar.gz(r-4.4-noble)
robustcov_0.1.tgz(r-4.4-emscripten)robustcov_0.1.tgz(r-4.3-emscripten)
robustcov.pdf |robustcov.html✨
robustcov/json (API)

# Install 'robustcov' in R:
install.packages('robustcov', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 124 downloads 15 exports 77 dependencies

Last updated 3 years agofrom:35d25b8a3d. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 23 2024
R-4.5-linux-x86_64NOTEOct 23 2024

Exports:conta_normalcorKendallcorQuadrantcorSpearmancovGKcovNPDcovOGKcovSpearmanUcvglassonearPPSDnegLLrobOmegaraltertrmvnormrmvtrobglasso

Dependencies:caretclasscliclockcodetoolscolorspacecpp11data.tablediagramdigestdplyre1071fansifarverforeachfuturefuture.applygenericsggplot2glassoglobalsgluegowergtablehardhatipredisobanditeratorsKernSmoothlabelinglatticelavalifecyclelistenvlubridatemagrittrMASSMatrixmgcvModelMetricsmunsellnlmennetnumDerivparallellypillarpkgconfigplyrpROCprodlimprogressrproxypurrrR6RColorBrewerRcppRcppArmadillorecipesreshape2rlangrpartscalesshapeSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr