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. For further details we refer the reader to the paper Perrot-Dockes and Lévy-Leduc (2018), <arXiv:1806.10093>.

Package details

AuthorM. Perrot-Dockès, C. Lévy-Leduc
MaintainerMarie Perrot-Dockès <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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BlockCov documentation built on July 1, 2018, 5:05 p.m.