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DESCRIPTION
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DESCRIPTION
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Package: poetREV
Type: Package
Title: A Revised Version of POET
Version: 1.0.1
Date: 2024-08-06
Authors@R: person(given = "Wenliang", family = "Ding", role = c("aut", "cre"), email = "[email protected]")
Author: Wenliang Ding [aut, cre]
Maintainer: Wenliang Ding <[email protected]>
Description: A fast implementations of POET (Large covariance estimation by thresholding principal orthogonal complements, <doi:10.1111/rssb.12016>). A cross-validation procedure for K (the number of latent factor) and C (the shrinkage intensity) is provided.
License: MIT + file LICENSE
Imports: MASS, Rcpp (>= 1.0.13), RcppArmadillo (>= 14.0.0.1), RcppProgress (>= 0.4.2), doParallel (>= 1.0.17), foreach (>= 1.5.2)
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
URL: https://github.com/dwla/poetREV
BugReports: https://github.com/dwla/poetREV/issues
Encoding: UTF-8
NeedsCompilation: yes
RoxygenNote: 7.2.2
StagedInstall: yes