Cross-Validated Covariance Matrix Estimation

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Documentation for package ‘cvCovEst’ version 1.2.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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