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) <arXiv:1806.10093>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
2026-04-09 windows/windows R-4.5 | BlockCov_0.1.1.zip |
166.8 KiB |