lorec: LOw Rand and sparsE Covariance matrix estimation

Estimate covariance matrices that contain low rank and sparse components

Version: 0.6.1
Suggests: clime, scio
Published: 2014-02-20
DOI: 10.32614/CRAN.package.lorec
Author: Xi (Rossi) LUO
Maintainer: Xi (Rossi) LUO <xi.rossi.luo at gmail.com>
License: GPL-2
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: lorec results


Reference manual: lorec.pdf


Package source: lorec_0.6.1.tar.gz
Windows binaries: r-devel: lorec_0.6.1.zip, r-release: lorec_0.6.1.zip, r-oldrel: lorec_0.6.1.zip
macOS binaries: r-release (arm64): lorec_0.6.1.tgz, r-oldrel (arm64): lorec_0.6.1.tgz, r-release (x86_64): lorec_0.6.1.tgz, r-oldrel (x86_64): lorec_0.6.1.tgz
Old sources: lorec archive


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