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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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Nonlinear shrinkage estimator breaks in high n and p
#23
nhejazi
closed
4 years ago
4
fixing numerical issue, and minor typos
#22
PhilBoileau
closed
4 years ago
0
Coop
#21
PhilBoileau
closed
4 years ago
0
Update loss
#20
PhilBoileau
closed
4 years ago
0
Fix matrix coersion
#19
PhilBoileau
closed
4 years ago
2
Overparallelization from `coop::covar`
#18
nhejazi
closed
4 years ago
2
Full data risk ratio
#17
PhilBoileau
closed
4 years ago
0
True risk option
#16
PhilBoileau
closed
4 years ago
0
Adaptive lasso
#15
bcollica
closed
4 years ago
8
POET estimator
#14
PhilBoileau
closed
4 years ago
0
SCAD estimator
#13
PhilBoileau
closed
4 years ago
0
Update loss
#12
PhilBoileau
closed
4 years ago
1
Dense target
#11
PhilBoileau
closed
4 years ago
0
Sparse Matrix Handling
#10
PhilBoileau
opened
4 years ago
0
Nonlinear
#9
bcollica
closed
4 years ago
2
Tapering branch
#8
bcollica
closed
4 years ago
5
Add argument checker to cvCovEst
#7
PhilBoileau
closed
4 years ago
0
Banding branch
#6
bcollica
closed
4 years ago
4
update code format for lw linear shrinkage est
#5
PhilBoileau
closed
4 years ago
0
TODO
#4
nhejazi
closed
3 years ago
2
Initial review
#3
nhejazi
closed
4 years ago
0
Loss functions
#2
nhejazi
closed
4 years ago
0
working list of estimators
#1
nhejazi
closed
4 years ago
0
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