R package for high-dimensional covariance matrix estimation.
Companion paper: Chételat, D. and M. T. Wells. (2014). Noise estimation in the spiked covariance model Submitted Preprint arXiv:1408.6440 [stat. TH].
R package for high-dimensional covariance matrix estimation.
Companion paper: Chételat, D. and M. T. Wells. (2014). Noise estimation in the spiked covariance model Submitted Preprint arXiv:1408.6440 [stat. TH].