Robustly fitting Gaussian graphical models: the R-package robFitConGraph

This paper gives a tutorial-style introduction to the R-package robFitConGraph, which provides a robust goodness-of-fit test for Gaussian graphical models. Its use is demonstrated at a data example on music performance anxiety, which also illustrates why one would want to fit a Gaussian graphical model – and why one should do so robustly. The underlying theory is briefly explained.