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novelist (version 1.0)

NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators

Description

Estimate Large correlation and covariance matrices and their inverses using integration of the sample and thresholded correlation and covariance estimators.

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Install

install.packages('novelist')

Monthly Downloads

10

Version

1.0

License

GPL (>= 3)

Maintainer

Na Huang

Last Published

May 18th, 2015

Functions in novelist (1.0)