novelist: NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators
Version 1.0

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
Date of publication2015-05-19 00:14:47
MaintainerNa Huang <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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novelist documentation built on May 30, 2017, 6:49 a.m.