tag:joss.theoj.org,2005:/papers/reviewed_by/@yunanwu123Journal of Open Source Software2021-07-26T17:03:18ZJournal of Open Source Softwarehttps://joss.theoj.orgtag:joss.theoj.org,2005:Paper/26072021-07-26T17:03:18Z2023-10-09T15:38:04ZcvCovEst: Cross-validated covariance matrix estimator selection and evaluation in Raccepted3.5.02021-04-29 23:42:09 UTC632021-07-26 17:03:18 UTC620213273PhilippeBoileauGraduate Group in Biostatistics, University of California, Berkeley, Center for Computational Biology, University of California, Berkeley0000-0002-4850-2507NimaS.HejaziGraduate Group in Biostatistics, University of California, Berkeley, Center for Computational Biology, University of California, Berkeley0000-0002-7127-2789BrianCollicaDepartment of Statistics, University of California, Berkeley0000-0003-1127-2557MarkJ.van der LaanCenter for Computational Biology, University of California, Berkeley, Department of Statistics, University of California, Berkeley, Division of Biostatistics, School of Public Health, University of California, Berkeley0000-0003-1432-5511SandrineDudoitCenter for Computational Biology, University of California, Berkeley, Department of Statistics, University of California, Berkeley, Division of Biostatistics, School of Public Health, University of California, Berkeley0000-0002-6069-862910.21105/joss.03273https://doi.org/10.5281/zenodo.5132903Rhttps://joss.theoj.org/papers/10.21105/joss.03273.pdfcovariance matrix, cross-validation, high-dimensional statistics, loss-based estimation, multivariate analysis