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) doi:10.48550/arXiv.1806.10093.
- Version0.1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release04/13/2019
Documentation
Team
M. Perrot-Dockès
Show author detailsRolesAuthorC. Lévy-Leduc
Show author detailsRolesAuthor
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