Combine Partial Covariance / Relationship Matrices

Combine partial covariance matrices using a Wishart-EM algorithm. Methods are described in the November 2019 article by Akdemir et al. <>. It can be used to combine partially overlapping covariance matrices from independent trials, partially overlapping multi-view relationship data from genomic experiments, partially overlapping Gaussian graphs described by their covariance structures. High dimensional covariance estimation, multi-view data integration. high dimensional covariance graph estimation.


Reference manual

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1.0 by Deniz Akdemir, a year ago

Browse source code at

Authors: Deniz Akdemir , Mohamed Somo , Julio Isidro Sanchez

Documentation:   PDF Manual  

GPL license

Imports Matrix, nlme, CholWishart

Suggests knitr, plyr, spcov, qgraph, igraph

See at CRAN