R: Estimation of Large Block Covariance Matrices

# Estimation of Large Block Covariance Matrices

## Documentation for package ‘BlockCov’ version 0.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

BlockCov-package | 'BlockCov' package
BlockCov | 'BlockCov' package
cv_bl | Title
est_up | Title
PA | Title
Sigma_estimation | This function computes an estimator of the covariance matrix and the square root of its inverse and permutes its rows and columns if it is necessary to make the block structure appear.
Simu_Sigma | This function generates a block structured symmetric positive definite matrix to test the BlockCov methodology.
slope_change | This function fits to a numerical vector sorted in the non decreasing order two simple linear regressions and returns the index corresponding to the estimated change between the two regression models.