Code for implementing Factor Analysis with BLEssing of dimensionality (FABLE).
R package for Partially Separable Multivariate Functional Data and Functional Graphical Models
Additive Covariance Modeling via Unconstrained Parametrization
R code and dataset for the paper on spatially functional data
A few statistical methods appropriate for applications in the biological and social sciences.
R Package: Regularized Principal Component Analysis for Spatial Data
gips - Gaussian model Invariant by Permutation Symmetry
General purpose correlation and covariance estimation
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
Mean and Covariance Matrix Estimation under Heavy Tails
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