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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>.

Version:0.1.1
Imports:Matrix, stats,Rdpack,BBmisc,dplyr,tibble,magrittr,rlang
Suggests:knitr
Published:2019-04-13
DOI:10.32614/CRAN.package.BlockCov
Author:M. Perrot-Dock\`es, 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

Documentation:

Reference manual:BlockCov.html ,BlockCov.pdf
Vignettes:BlockCov package (source,R code)

Downloads:

Package source: BlockCov_0.1.1.tar.gz
Windows binaries: r-devel:BlockCov_0.1.1.zip, r-release:BlockCov_0.1.1.zip, r-oldrel:BlockCov_0.1.1.zip
macOS binaries: r-release (arm64):BlockCov_0.1.1.tgz, r-oldrel (arm64):BlockCov_0.1.1.tgz, r-release (x86_64):BlockCov_0.1.1.tgz, r-oldrel (x86_64):BlockCov_0.1.1.tgz
Old sources: BlockCov archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=BlockCovto link to this page.


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