• glasso

  • Referenced in 412 articles [sw07432]
  • inverse of the estimated covariance, and occasionally it fails to converge with warm starts ... this dual, the target of estimation is Σ, the covariance matrix, rather than the precision...
  • gss

  • Referenced in 282 articles [sw06099]
  • hazard rate estimation with censored life time data and covariates. The unifying themes...
  • spcov

  • Referenced in 36 articles [sw12271]
  • Covariance Matrix. Provides a covariance estimator for multivariate normal data that is sparse and positive ... Tibshirani, R. (2011), ”Sparse Estimation of a Covariance Matrix,” Biometrika...
  • LIBRA

  • Referenced in 28 articles [sw10553]
  • scale and skewness, multivariate location and covariance estimation (MCD), regression (LTS, MCD-regression), Principal Component...
  • QUIC

  • Referenced in 25 articles [sw11795]
  • QUIC: quadratic approximation for sparse inverse covariance estimation. The ℓ 1 -regularized Gaussian maximum likelihood ... estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse ... covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov Random Field, from...
  • corpor

  • Referenced in 21 articles [sw09381]
  • corpcor: Efficient Estimation of Covariance and (Partial) Correlation. This package implements a James-Stein-type ... shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations. The details ... inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial...
  • sandwich

  • Referenced in 31 articles [sw04486]
  • package sandwich: Robust Covariance Matrix Estimators , Model-robust standard error estimators for cross-sectional, time...
  • ROBPCA

  • Referenced in 67 articles [sw11592]
  • such as the minimum covariance determinant or an S-estimator and is limited to relatively...
  • MIXOR

  • Referenced in 26 articles [sw08990]
  • individuals. MIXOR uses marginal maximum likelihood estimation, utilizing a Fisher-scoring solution. For the scoring ... random-effects variance-covariance matrix is estimated, along with the effects of model covariates. Examples...
  • covRobust

  • Referenced in 11 articles [sw11081]
  • package covRobust: Robust Covariance Estimation via Nearest Neighbor Cleaning. The cov.nnve() function for robust covariance...
  • corpcor

  • Referenced in 11 articles [sw10199]
  • package corpcor: Efficient Estimation of Covariance and (Partial) Correlation. This package implements a James-Stein ... type shrinkage estimator for the covariance matrix, with separate shrinkage for variances and correlations ... inferring the covariance matrix the package also provides shrinkage estimators for partial correlations and partial...
  • BIONJ

  • Referenced in 30 articles [sw08301]
  • model of the variances and covariances of evolutionary distance estimates. This model is well adapted...
  • BSSasymp

  • Referenced in 11 articles [sw16157]
  • Mixing and Unmixing Matrix Estimates. Functions to compute the asymptotic covariance matrices of mixing ... symmetric SOBI. Also functions to estimate these covariances based on data are available...
  • sbw

  • Referenced in 10 articles [sw21948]
  • Stable weights that balance covariates for estimation with incomplete outcome data. Weighting methods that adjust ... covariates, such as inverse probability weighting, are widely used for causal inference and estimation with ... estimated weights and by the difficulty of adequately adjusting for observed covariates in some settings...
  • spatstat

  • Referenced in 132 articles [sw04429]
  • Point Patterns, including multitype/marked points and spatial covariates, in any two-dimensional spatial region. Also ... correlation function, kernel smoothed intensity, relative risk estimation with cross-validated bandwidth selection, mark correlation ... Models may include dependence on covariates, interpoint interaction, cluster formation and dependence on marks. Fitted...
  • PSICOV

  • Referenced in 5 articles [sw17010]
  • structural contact prediction using sparse inverse covariance estimation on large multiple sequence alignments. Motivation ... predictions are often inaccurate because the true covariation signal in the MSA is often masked ... introduces the use of sparse inverse covariance estimation to the problem of protein contact prediction...
  • GHICA

  • Referenced in 7 articles [sw25996]
  • achieve the best possible accuracy of estimation. Finally, the fast Fourier transformation technique is used ... proposed GHICA method is applicable to covariance estimation as well. It is compared with...
  • LatticeKrig

  • Referenced in 4 articles [sw15594]
  • provides spatial estimates that are comparable to standard families of covariance functions. Using a large ... number of basis functions allows for estimates that can come close to interpolating the observations ... computation of the profile likelihood for estimating covariance parameters. This is accomplished through compactly supported ... also the flexibility for estimating non-stationary covariances and also the case when the observations...
  • RegEM

  • Referenced in 17 articles [sw04943]
  • incomplete climate data: Estimation of mean values and covariance matrices and imputation of missing values ... regularized EM algorithm, a regularized estimation method replaces the conditional maximum likelihood estimation of regression...
  • face

  • Referenced in 3 articles [sw23648]
  • package face: Fast Covariance Estimation for Sparse Functional Data. Implementation of the Fast Covariance Estimation...