Man pages for cernn
Covariance Estimation Regularized by Nuclear Norm Penalties

cernnCompute the regularization path for Covariance Estimate...
get_alphaCompute alpha parameter for covariance regularization.
get_lambda_maxCompute lambda_max parameter for covariance regularization.
loss_entropyEntropy Loss
loss_quadraticQuadratic Loss
select_lambdaSelection of penalty parameter based on cross-validation
shrink_eigenNonlinear shrinkage of sample eigenvalues
cernn documentation built on May 29, 2017, 7:04 p.m.