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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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Superimpose eigenvalue comparison plots #66

Open PhilBoileau opened 2 years ago

PhilBoileau commented 2 years ago

The leading eigenvalues of the selected estimator's estimate and those of the sample covariance matrix should be superimposed for comparison purposes, not plotted in two side-by-side figures.