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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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Full risk ratio #31

Closed PhilBoileau closed 3 years ago

PhilBoileau commented 3 years ago

This PR implements a calculation of the full dataset risk difference ratio when the true covariance matrix is provided to cvCovEst.