Man pages for CovTools
Statistical Tools for Covariance Analysis
| BCovTest1.mxPBF | One-Sample Covariance Test using Maximum Pairwise Bayes... |
| BDiagTest1.mxPBF | One-Sample Diagonality Test by Maximum Pairwise Bayes Factor |
| CovDist | Compute Pairwise Distance for Symmetric Positive-Definite... |
| CovEst.2003LW | Covariance Estimation with Linear Shrinkage |
| CovEst.2010OAS | Oracle Approximating Shrinkage Estimator |
| CovEst.2010RBLW | Rao-Blackwell Ledoit-Wolf Estimator |
| CovEst.adaptive | Covariance Estimation via Adaptive Thresholding |
| CovEst.hard | Covariance Estimation via Hard Thresholding |
| CovEst.hardPD | Covariance Estimation via Hard Thresholding under... |
| CovEst.nearPD | Covariance Estimation via Nearest Positive-Definite Matrix... |
| CovEst.soft | Covariance Estimation via Soft Thresholding |
| CovMean | Estimate Mean Covariance Matrix |
| CovTest1.2013Cai | One-Sample Covariance Test by Cai and Ma (2013) |
| CovTest1.2014Srivastava | One-Sample Covariance Test by Srivastava, Yanagihara, and... |
| CovTest2.2013Cai | Two-Sample Covariance Test by Cai and Ma (2013) |
| DiagTest1.2011Cai | One-Sample Diagonality Test by Cai and Jiang (2011) |
| DiagTest1.2015Lan | One-Sample Diagonality Test by Lan et al. (2015) |
| PreEst.2014An | Banded Precision Matrix Estimation via Bandwidth Test |
| PreEst.2014Banerjee | Bayesian Estimation of a Banded Precision Matrix (Banerjee... |
| PreEst.2017Lee | Bayesian Estimation of a Banded Precision Matrix (Lee 2017) |
| PreEst.glasso | Precision Matrix Estimation via Graphical Lasso |
| samplecovs | Generate Sample Covariances of 2 groups |
