# Collection of Robust Covariance and (Sparse) Precision Matrix Estimators

## Documentation for package ‘robustcov’ version 0.1

- DESCRIPTION file.

## Help Pages

conta_normal | Sample contaminated normal
corKendall | Kendall's tau
corQuadrant | Quadrant correlation coefficients
corSpearman | Spearman correlation
covGK | Gnanadesikan-Kettenring estimator for *covariance*
covNPD | NPD estimator for *covariance* based on Qn
covOGK | Orthogonalized Gnanadesikan-Kettenring (OGK) estimator for *covariance*
covSpearmanU | SpearmanU estimator for *covariance*
cvglasso | Cross validation to chose tuning parameter of glasso
nearPPSD | nearest positive semi-definite projection of a matrix
negLLrobOmega | -log Likelihood on test set
raltert | Alternative multivariate t distribution
rmvnorm | Multivariate normal distribution with 0 mean
rmvt | Multivariate t distribution
robglasso | glasso with robust covariance estimations