Login / Signup
cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R.
Philippe Boileau
Nima S. Hejazi
Brian Collica
Mark J. van der Laan
Sandrine Dudoit
Published in:
J. Open Source Softw. (2021)
Keyphrases
</>
covariance matrix
cross validated
covariance matrices
principal component analysis
estimation error
cross validation
maximum likelihood
least squares
sample size
objective function
log likelihood
machine learning
genetic algorithm