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simts
compute_cov_cpp
compute_cov_cpp function
Computes the (MODWT) wavelet covariance matrix
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simts package
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Maintainer: Stéphane Guerrier
License: AGPL-3 | file LICENSE
Last published: 2025-10-08
Useful links
https://github.com/SMAC-Group/simts/issues
https://github.com/SMAC-Group/simts
https://arxiv.org/pdf/1607.04543.pdf