BlockCov package
Installation | Introduction | Simulation of $\boldsymbol{\Sigma}$ having a block structure | Estimation of $\boldsymbol{\Sigma}$ (without estimating and $\boldsymbol{\Sigma}^{-1/2}$) | Estimation of $\boldsymbol{\Sigma}$ when the parameters are known | Estimation of $\boldsymbol{\Sigma}$ when the parameters are unknown | Estimator of $\boldsymbol{\Sigma}^{-1/2}$ obtained from an estimator of $\boldsymbol{\Sigma}$ | Estimation of $\boldsymbol{\Sigma}$ and $\boldsymbol{\Sigma}^{-1/2}$ when the block structure is latent | References
Rendered fromVignettes.Rmdusingknitr::knitr