Ind.Cov: Independence opreator on Covariance Matrix

Description Usage Arguments Value Examples

View source: R/Ind.Cov.R

Description

Apply independence model on a covariance matrix.

Usage

1

Arguments

sigma

a covariance matrix

Value

a regularized covariance matrix after applying independence model

Examples

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FinCovRegularization documentation built on May 29, 2017, 11:47 a.m.

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