lorec: LOw Rand and sparsE Covariance matrix estimation
Version 0.6.1

Estimate covariance matrices that contain low rank and sparse components

Getting started

Package details

AuthorXi (Rossi) LUO
Date of publication2014-02-20 18:16:39
MaintainerXi (Rossi) LUO <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the lorec package in your browser

Any scripts or data that you put into this service are public.

lorec documentation built on May 30, 2017, 6:16 a.m.