Man pages for CVTuningCov
Regularized Estimators of Covariance Matrices with CV Tuning
| AR1 | Covariance Matrix with AR(1) Structure |
| banding | A Banding Operator on A Matrix |
| CVTuningCov-package | Select Tuning Parameters based on CV in Regularized... |
| F.norm2 | The Squared Frobenius Norm |
| hard.thresholding | Hard-thresholding Operator on A Covariance Matrix |
| L2.norm2 | The Squared Operator Norm |
| random.CV | Select Tuning Parameter for Regularized Covariance Matrix by... |
| regular.CV | Select Tuning Parameter for Regularized Covariance Matrix by... |
| soft.thresholding | Soft-thresholding Operator on A Covariance Matrix |
| tapering | A Tapering Operator on A Matrix |
