LOw Rand and sparsE Covariance matrix estimation

Estimate covariance matrices that contain low rank and sparse components


Reference manual

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0.6.1 by Xi (Rossi) LUO, 8 years ago

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

Authors: Xi (Rossi) LUO

Documentation:   PDF Manual  

GPL-2 license

Suggests clime, scio

Suggested by clime.

See at CRAN