LOw Rand and sparsE Covariance matrix estimation

Estimate covariance matrices that contain low rank and sparse components


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install.packages("lorec")

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