Code for the paper Robust covariance estimation with missing values and cell-wise contamination

All code provided in source folder and in R_scripts. Temp folder allows for transfer between python and R.

The datasets of the paper are all in the datasets folder.

Name		Name	Last commit message	Last commit date
Latest commit History 30 Commits
R_scripts		R_scripts
__pycache__		__pycache__
datasets		datasets
figures		figures
results_clean		results_clean
source		source
temp		temp
.DS_Store		.DS_Store
.gitattributes		.gitattributes
Experiments on Missing Values.ipynb		Experiments on Missing Values.ipynb
Financial datasets.ipynb		Financial datasets.ipynb
LICENSE		LICENSE
Outlier detection and Filtering.ipynb		Outlier detection and Filtering.ipynb
Plots and result exploration.ipynb		Plots and result exploration.ipynb
README.md		README.md
Real Data Contamination Experiments.ipynb		Real Data Contamination Experiments.ipynb
main.py		main.py
run.sh		run.sh
run_w_DI.sh		run_w_DI.sh

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