lorec: LOw Rand and sparsE Covariance matrix estimation

Estimate covariance matrices that contain low rank and sparse components

Version: 0.6
Published: 2011-11-07
Author: Xi (Rossi) Luo
Maintainer: Xi (Rossi) Luo <xi.rossi.luo at gmail.com>
License: GPL-2
CRAN checks: lorec results

Downloads:

Package source: lorec_0.6.tar.gz
MacOS X binary: lorec_0.6.tgz
Windows binary: lorec_0.6.zip
Reference manual: lorec.pdf
News/ChangeLog:ChangeLog

Reverse dependencies:

Reverse suggests: clime, scio