BlockCov: Estimation of Large Block Covariance Matrices

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>.

Package details

AuthorM. Perrot-Dock\`es, C. Lévy-Leduc
MaintainerMarie Perrot-Dockès <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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BlockCov documentation built on May 2, 2019, 9:20 a.m.