Marie-PerrotDockes/BlockCov: Estimation of large block covariance matrices

Computation of large covariance matrices having a block structure up to a permutation of their columns and rows from a small number of samples with respect to the dimension of the matrix.

Getting started

Package details

AuthorM. Perrot-Dockès, C. Lévy-Leduc
MaintainerMarie Perrot-Dockès <marie.perrocks@gmail.com>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Marie-PerrotDockes/BlockCov")
Marie-PerrotDockes/BlockCov documentation built on May 28, 2019, 7:31 p.m.