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. For further details we refer the reader to the paper Perrot-Dockes and Lévy-Leduc (2018), <arXiv:1806.10093>.

Version: 0.1.0
Imports: Matrix, stats
Suggests: knitr
Published: 2018-07-01
Author: M. Perrot-Dockès, C. Lévy-Leduc
Maintainer: Marie Perrot-Dockès <marie.perrocks at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: BlockCov results

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Reference manual: BlockCov.pdf
Vignettes: BlockCov package
Package source: BlockCov_0.1.0.tar.gz
Windows binaries: r-devel: BlockCov_0.1.0.zip, r-release: BlockCov_0.1.0.zip, r-oldrel: BlockCov_0.1.0.zip
OS X binaries: r-release: BlockCov_0.1.0.tgz, r-oldrel: BlockCov_0.1.0.tgz

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