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
