search for: naisyin

...oportion of outliers was high. cov.nnve is now available in the covRobust contributed package at http://cran.r-project.org/src/contrib/PACKAGES.html#covRobust An Splus version is also available on the S archive of Statlib http://lib.stat.cmu.edu/S/ under the function name cov.nnve cov.nnve is by Naisyin Wang and Adrian Raftery, with contributions by Chris Fraley. References: Wang, N. and Raftery. A.E. (December 2002). Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning (with Discussion). Journal of the American Statistical Association 97(460)...

...oportion of outliers was high. cov.nnve is now available in the covRobust contributed package at http://cran.r-project.org/src/contrib/PACKAGES.html#covRobust An Splus version is also available on the S archive of Statlib http://lib.stat.cmu.edu/S/ under the function name cov.nnve cov.nnve is by Naisyin Wang and Adrian Raftery, with contributions by Chris Fraley. References: Wang, N. and Raftery. A.E. (December 2002). Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning (with Discussion). Journal of the American Statistical Association 97(460)...