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. The method is described in the paper Perrot-Dockès et al. (2019) <arXiv:1806.10093>.
|Author||M. Perrot-Dock\`es, C. Lévy-Leduc|
|Maintainer||Marie Perrot-Dockès <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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