Estimation of Large Block Covariance Matrices

Computation of large covariance matrices having a block structure up to a permutation of their columns and rows from a small number of samples with respect to the dimension of the matrix. For further details we refer the reader to the paper Perrot-Dockes and Lévy-Leduc (2018), .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("BlockCov")

0.1.0 by Marie Perrot-Dockès, 9 months ago


Browse source code at https://github.com/cran/BlockCov


Authors: M. Perrot-Dockès , C. Lévy-Leduc


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Matrix, stats

Suggests knitr


See at CRAN