novelist: NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators

Estimate Large correlation and covariance matrices and their inverses using integration of the sample and thresholded correlation and covariance estimators.

Version: 1.0
Depends: R (≥ 3.0.2)
Published: 2015-05-19
Author: Na Huang and Piotr Fryzlewicz
Maintainer: Na Huang <n.huang1 at>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: novelist results


Reference manual: novelist.pdf
Package source: novelist_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: novelist_1.0.tgz
OS X Mavericks binaries: r-oldrel: novelist_1.0.tgz


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