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PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions
https://philboileau.github.io/cvCovEst/
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cvCovEst now provides cv risk differences #25

Closed PhilBoileau closed 4 years ago

PhilBoileau commented 4 years ago

cvCovEst now provides cv risk differences when provided with true covariance matrix