Man pages for cernn
Covariance Estimation Regularized by Nuclear Norm Penalties
| cernn | Compute the regularization path for Covariance Estimate... |
| get_alpha | Compute alpha parameter for covariance regularization. |
| get_lambda_max | Compute lambda_max parameter for covariance regularization. |
| loss_entropy | Entropy Loss |
| loss_quadratic | Quadratic Loss |
| select_lambda | Selection of penalty parameter based on cross-validation |
| shrink_eigen | Nonlinear shrinkage of sample eigenvalues |
