Add reference for the application of Cook's D to the covariance matrix is
Poon, Wai-Yin, and Yuen-Kwan Wong. "A forward search procedure for identifying influential observations in the estimation of a covariance matrix." Structural Equation Modeling 11.3 (2004): 357-374.
This procedure can be used to provide an empirical influence function for any estimator. Thus add options structure that makes this a general diagnostic for any estimator provided by options.covariancefun
Add reference for the application of Cook's D to the covariance matrix is
This procedure can be used to provide an empirical influence function for any estimator. Thus add options structure that makes this a general diagnostic for any estimator provided by options.covariancefun