cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R

Philippe Boileau, Nima S. Hejazi, Brian Collica, Mark J. van der Laan, Sandrine Dudoit. cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R. J. Open Source Software, 6(63):3273, 2021. [doi]

Abstract

Abstract is missing.