PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions
https://philboileau.github.io/cvCovEst/
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adding references to existing R packages #51

Closed PhilBoileau closed 3 years ago

PhilBoileau commented 3 years ago

This PR addresses issue #50. We now cite a handful of R packages that implement high dimensional covariance matrix estimators in the second paragraph of the Statement of Need.