Structured Covariances Estimators for Pairwise and Spatial Covariates

Implements estimators for structured covariance matrices in the presence of pairwise and spatial covariates. Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2026) .

scov

Implements the cthe WSCE, SCE or IVE estimator for large covariances in the presence of pairwise and spatial covariates from Metodiev et al. (2024).

Installation

You can install the development version of regexcite from GitHub with:

# install.packages("devtools")
devtools::install_github("m-metodiev/scov")

Usage

See the vignette for details.