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

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

Version: 1.0
Depends: R (≥ 3.0.2)
Published: 2015-05-19
Author: Na Huang and Piotr Fryzlewicz
Maintainer: Na Huang <n.huang1 at lse.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: novelist results

Downloads:

Reference manual: novelist.pdf
Package source: novelist_1.0.tar.gz
Windows binaries: r-devel: novelist_1.0.zip, r-release: novelist_1.0.zip, r-oldrel: novelist_1.0.zip
OS X El Capitan binaries: r-release: novelist_1.0.tgz
OS X Mavericks binaries: r-oldrel: novelist_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=novelist to link to this page.