An R package for assumption-lean covariance matrix estimation in high dimensions
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Updated
Feb 17, 2024 - R
An R package for assumption-lean covariance matrix estimation in high dimensions
Regularized estimation of high-dimensional FAVAR models
Official code repository for "Penalized MLE of multi-layer Gaussian Graphical Models"
Simulation for "Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics"
Bayesian survival models for high-dimensional data
Fast and flexible models for extremal events.
Covariate-varying Networks
Thresholded Ordered Sparse CCA
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