cvCovEst1.2.2 package

Adaptive LASSO Estimator

Adaptive LASSO Thresholding Function

Banding Estimator

Showing Best Estimator Within Each Class of Estimators

Check Arguments Passed to cvCovEst

Check Arguments Passed to plot.cvCovEst and summary.cvCovEst

Estimate C of Spiked Covariance Matrix Estimator

Estimate Ell of Spiked Covariance Matrix Estimator

Estimate S of Spiked Covariance Matrix Estimator

Cross-Validated Covariance Matrix Estimator Selector

Eigenvalue Plot

Cross-Validation Function for Aggregated Frobenius Loss

Cross-Validation Function for Matrix Frobenius Loss

Matrix Metrics for cvCovEst Object

Multiple Heat Map Plot

Summary Statistics of Cross-Validated Risk by Estimator Class

Cross-Validated Risk Plot

Cross-Validation Function for Scaled Matrix Frobenius Loss

Summary Plot

Linear Shrinkage Estimator, Dense Target

Estimator Attributes Function

Estimate Noise in Spiked Covariance Matrix Model

Hyperparameter Retrieval Function

Summarize Cross-Validated Risks by Class with Hyperparameter

Check for cvCovEst Class

Linear Shrinkage Estimator

Ledoit-Wolf Linear Shrinkage Estimator

General Matrix Metrics

Multi-Hyperparameter Risk Plots

Analytical Non-Linear Shrinkage Estimator

Generic Plot Method for cvCovEst

Plot adaptiveLassoEst

Plot poetEst

Plot robustPoetEst

POET Estimator

Robust POET Estimator for Elliptical Distributions

Safe Centering and Scaling of Columns

Sample Covariance Matrix

Smoothly Clipped Absolute Deviation Estimator

Smoothly Clipped Absolute Deviation Thresholding Function

Extract Estimated Scaled Eigenvalues in Spiked Covariance Matrix Model

Frobenius Norm Shrinkage Estimator, Spiked Covariance Model

Operator Norm Shrinkage Estimator, Spiked Covariance Model

Stein Loss Shrinkage Estimator, Spiked Covariance Model

Convert String to Numeric or Integer When Needed

Generic Summary Method for cvCovEst

Tapering Estimator

cvCovEst Plot Theme

Hard Thresholding Estimator