Description Usage Arguments Value Author(s) References Examples

Generate a tapering operator with given dimention and tuning parameter. Multiplying it on a covariance matrix by componentwise product can provide a regularized estimator with the tapering method.

1 | ```
tapering(p, k = 1)
``` |

`p` |
the dimension of a covariance matrix. |

`k` |
the tuning parameter of the tapering method. The default value is 1. |

a `p*p`

matrix.

Binhuan Wang

Cai, T, Zhang, CH and Zhou, H, Optimal rates of convergence for covariance matrix estimation, Annals of Statistics, 38, 2118-2144 (2010).

1 2 3 | ```
p <- 5;
W <- tapering(p,k=2) ;
W;
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.