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Package ‘corpcor’ September 29, 2014 Version[removed]Date[removed]Title Efficient Estimation of Covariance and (Partial) Correlation Author Juliane Sch\{}``afer, Rainer OpgenRhein, Verena Zuber, Miika Ahdesm\{}''aki
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Document Date: 2014-09-29 12:30:16
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File Size: 194,15 KB
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Rainer OpgenRhein /
Juliane Sch /
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Verena Zuber /
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A. Pedro Duarte Silva /
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Covariance and correlation
Matrices
Singular value decomposition
Matrix theory
Data analysis
Covariance matrix
Multivariate normal distribution
Correlation and dependence
Variance
Algebra