Estimate Large correlation and covariance matrices and their inverses using integration of the sample and thresholded correlation and covariance estimators.
|Author||Na Huang and Piotr Fryzlewicz|
|Date of publication||2015-05-19 00:14:47|
|Maintainer||Na Huang <firstname.lastname@example.org>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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