Estimation of Large Block Covariance Matrices
BlockCov package
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Pipe operator
This function computes an estimator of the covariance matrix and the s...
This function generates a block structured symmetric positive definite...
This function fits to a numerical vector sorted in the non decreasing ...
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) <arXiv:1806.10093>.