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. The method is described in the paper Perrot-Dockès et al. (2019) <arXiv:1806.10093>.

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Description file content

Package
BlockCov
Type
Package
Title
Estimation of Large Block Covariance Matrices
Version
0.1.1
Author
M. Perrot-Dock\`es, C. Lévy-Leduc
Maintainer
Marie Perrot-Dockès
Description
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. The method is described in the paper Perrot-Dockès et al. (2019) .
License
GPL (>= 2)
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.1
VignetteBuilder
knitr
Imports
Matrix, stats, Rdpack, BBmisc, dplyr, tibble, magrittr, rlang
Suggests
knitr
RdMacros
Rdpack
NeedsCompilation
no
Packaged
2019-04-13 18:32:17 UTC; perrot-dockes
Repository
CRAN
Date/Publication
2019-04-13 22:55:38 UTC

install.packages('BlockCov')

0.1.1

3 months ago

Marie Perrot-Dockès

GPL (>= 2)

Imports

Matrix, stats, Rdpack, BBmisc, dplyr, tibble, magrittr, rlang

Suggests

knitr

Discussions