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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>.
Getting started
Browse package contents
Package details |
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| Author | M. Perrot-Dock\`es, C. Lévy-Leduc |
| Maintainer | Marie Perrot-Dockès <marie.perrocks@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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