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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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Robust poet fixes #44

Closed bcollica closed 3 years ago

bcollica commented 3 years ago

Switched a few lines in the code for plotRobustPoetEst which were out of order. Also added a disclaimer similar to that in nlShrinkLWEst about the correlation matrix.