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lorec (version 0.6.1)

LOw Rand and sparsE Covariance matrix estimation

Description

Estimate covariance matrices that contain low rank and sparse components

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Version

Install

install.packages('lorec')

Monthly Downloads

118

Version

0.6.1

License

GPL-2

Maintainer

Last Published

February 20th, 2014

Functions in lorec (0.6.1)

lorec

LOw Rank and sparsE Covariance estimation