Package: robFitConGraph
Type: Package
Title: Graph-Constrained Robust Covariance Estimation
Version: 0.4.1
Author: Stuart Watt, Daniel Vogel
Maintainer: Daniel Vogel <daniel.vogel@tu-dortmund.de>
Description: 
    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>.
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.1
Depends: R (>= 2.10)
Imports: Rcpp, RcppArmadillo
LinkingTo: Rcpp, RcppArmadillo
Suggests: mvtnorm, MASS, ggm
URL: https://arxiv.org/abs/2204.04291
NeedsCompilation: yes
Packaged: 2022-11-30 13:48:10 UTC; Vogeld
Repository: CRAN
Date/Publication: 2022-12-01 00:30:02 UTC
