mvLognCorrEst: an R package for sampling from multivariate lognormal distributions and estimating correlations from uncomplete correlation matrix.
Alessandro De CarloElena Maria ToscaNicola MelilloPaolo MagniPublished in: Comput. Methods Programs Biomed. (2023)
Keyphrases
- correlation matrix
- covariance matrix
- multivariate normal
- power law
- sample size
- finite mixtures
- singular value decomposition
- signal subspace
- random matrix theory
- dependence structure
- random sampling
- monte carlo
- probability distribution function
- estimation error
- maximum likelihood estimates
- principal components
- regression model
- support vector
- least squares
- probability distribution
- high dimensional
- pattern recognition