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. |