lorec: LOw Rand and sparsE Covariance matrix estimation

Estimate covariance matrices that contain low rank and sparse components

Author
Xi (Rossi) LUO
Date of publication
2014-02-20 18:16:39
Maintainer
Xi (Rossi) LUO <xi.rossi.luo@gmail.com>
License
GPL-2
Version
0.6.1

View on CRAN

Man pages

lorec
LOw Rank and sparsE Covariance estimation

Files in this package

lorec
lorec/src
lorec/src/Makevars
lorec/src/lorec.f90
lorec/src/Makevars.win
lorec/NAMESPACE
lorec/R
lorec/R/lorec.R
lorec/MD5
lorec/DESCRIPTION
lorec/ChangeLog
lorec/man
lorec/man/lorec.Rd
lorec/INDEX