Code for implementing Factor Analysis with BLEssing of dimensionality (FABLE).
R Package: Regularized Principal Component Analysis for Spatial Data
gips - Gaussian model Invariant by Permutation Symmetry
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
General purpose correlation and covariance estimation
Mean and Covariance Matrix Estimation under Heavy Tails
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
A few statistical methods appropriate for applications in the biological and social sciences.
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
Add a description, image, and links to the covariance-estimation topic page so that developers can more easily learn about it.
To associate your repository with the covariance-estimation topic, visit your repo's landing page and select "manage topics."