cvCovEst

cranv1.2.2

Cross-Validated Covariance Matrix Estimation. An efficient cross-validated approach for covariance matrix estimation, particularly useful in high-dimensional settings. This method relies upon the theory of high-dimensional loss-based covariance matrix estimator selection developed by Boileau et al. (2022) <doi:10.1080/10618600.2022.2110883> to

License MIT + file LICENSE0 versions1 maintainers18 deps108 weekly dl
PhilBoileau/cvCovEst
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matrixStatsMatrixstatsmethodsorigamicoopRdpackrlangdplyrstringrpurrrtibbleassertthatRSpectraggplot2ggpubrRColorBrewerRMTstat
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First published · 2024-02-17 22:03:28

Last updated · 2024-02-17T19:20:02+00:00