Added option to cv function to estimate covariance matrix

djwtouw / CGGMR

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Closed djwtouw closed 5 months ago

djwtouw commented 5 months ago

As the title: there is now an option to estimate the covariance matrix based on the sample precision matrix using cross validation
Added examples to show how to estimate the covariance matrix
Fixed a bug in initial_Theta()
Expanded documentation on cggm_cv()