Package: BlockCov 0.1.1

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>.

Authors:M. Perrot-Dock\`es, C. Lévy-Leduc

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Last updated 5 years agofrom:2f1950f496. Checks:OK: 7. Indexed: yes.

Exports:%>%cv_blest_upPASigma_estimationSimu_Sigmaslope_change

Dependencies:backportsBBmisccheckmateclidata.tabledplyrfansigenericsgluelatticelifecyclemagrittrMatrixpillarpkgconfigR6rbibutilsRdpackrlangtibbletidyselectutf8vctrswithr