cvCovEst: Cross-Validated Covariance Matrix Estimation
An efficient cross-validated approach for covariance matrix estimation, particularly useful in high-dimensional settings. This method relies upon the theory of loss-based estimator selection to identify the optimal estimator of the covariance matrix from among a prespecified set of candidates.
| Version: | 1.0.1 |
| Depends: | R (≥ 4.0.0) |
| Imports: | matrixStats, Matrix, stats, methods, origami, coop, Rdpack, rlang, dplyr, stringr, purrr, tibble, assertthat, RSpectra, ggplot2, ggpubr, RColorBrewer |
| Suggests: | future, future.apply, MASS, testthat, knitr, rmarkdown, covr, spelling |
| Published: | 2021-10-14 |
| Author: | Philippe Boileau 
[aut, cre, cph],
Nima Hejazi [aut],
Brian Collica
[aut],
Jamarcus Liu [ctb],
Mark van der Laan
[ctb, ths],
Sandrine Dudoit
[ctb, ths] |
| Maintainer: | Philippe Boileau <philippe_boileau at berkeley.edu> |
| BugReports: | https://github.com/PhilBoileau/cvCovEst/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/PhilBoileau/cvCovEst |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | cvCovEst results |
Downloads:
| Reference manual: | cvCovEst.pdf |
| Vignettes: |
cvCovEst: Cross-Validated Covariance Matrix Estimation |
| Package source: | cvCovEst_1.0.1.tar.gz |
| Windows binaries: | r-devel: cvCovEst_1.0.1.zip, r-release: cvCovEst_1.0.0.zip, r-oldrel: cvCovEst_1.0.0.zip |
| macOS binaries: | r-release (arm64): cvCovEst_1.0.0.tgz, r-release (x86_64): cvCovEst_1.0.0.tgz, r-oldrel: cvCovEst_1.0.0.tgz |
| Old sources: | cvCovEst archive |
Linking:
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