novelist: NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators

Estimate Large correlation and covariance matrices and their inverses using integration of the sample and thresholded correlation and covariance estimators.

Package details

AuthorNa Huang and Piotr Fryzlewicz
MaintainerNa Huang <[email protected]>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("novelist")

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novelist documentation built on May 30, 2017, 6:49 a.m.