adaptiveLassoEst |
Adaptive LASSO Estimator |
bandingEst |
Banding Estimator |
cvCovEst |
Cross-Validated Covariance Matrix Estimator Selector |
cvFrobeniusLoss |
Cross-Validation Function for Aggregated Frobenius Loss |
cvMatrixFrobeniusLoss |
Cross-Validation Function for Matrix Frobenius Loss |
cvScaledMatrixFrobeniusLoss |
Cross-Validation Function for Scaled Matrix Frobenius Loss |
denseLinearShrinkEst |
Linear Shrinkage Estimator, Dense Target |
is.cvCovEst |
Check for cvCovEst Class |
linearShrinkEst |
Linear Shrinkage Estimator |
linearShrinkLWEst |
Ledoit-Wolf Linear Shrinkage Estimator |
nlShrinkLWEst |
Analytical Non-Linear Shrinkage Estimator |
plot.cvCovEst |
Generic Plot Method for cvCovEst |
poetEst |
POET Estimator |
robustPoetEst |
Robust POET Estimator for Elliptical Distributions |
sampleCovEst |
Sample Covariance Matrix |
scadEst |
Smoothly Clipped Absolute Deviation Estimator |
spikedFrobeniusShrinkEst |
Frobenius Norm Shrinkage Estimator, Spiked Covariance Model |
spikedOperatorShrinkEst |
Operator Norm Shrinkage Estimator, Spiked Covariance Model |
spikedSteinShrinkEst |
Stein Loss Shrinkage Estimator, Spiked Covariance Model |
summary.cvCovEst |
Generic Summary Method for cvCovEst |
taperingEst |
Tapering Estimator |
thresholdingEst |
Hard Thresholding Estimator |