Fast Differential Correlation Matrix Screening


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Documentation for package ‘fastCorrDiff’ version 0.5

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fastCorrDiff-package Fast Differential Correlation Matrix Screening
CaiSpectral Spectral project algorithm of Cai et al (2017).
fast.SS Compressed spectral screening
fastCorrDiff Fast Differential Correlation Matrix Screening
SS Spectral screening of a differential correlation matrix
SS.boot Bootstraping function for spectral screening