API for covmat
Covariance Matrix Estimation
| Global functions | |
|---|---|
| TransitionProb | Source code |
| biweight | Source code |
| c.ell | Source code |
| compareCov | Man page Source code |
| detectSpikes | Source code |
| dow30data | Man page |
| ell.lambda | Source code |
| estRMT | Man page Source code |
| estSpikedCovariance | Man page Source code |
| etfdata | Man page |
| factor.data | Man page |
| gamma_cp | Source code |
| getMPfit | Source code |
| givens.rotation | Source code |
| helper.loglik | Source code |
| huber | Source code |
| isdccfit | Man page Source code |
| missingdata | Man page |
| mp.obj | Source code |
| nitFilterProb | Source code |
| nitQ | Source code |
| obj | Source code |
| obj.helper | Source code |
| optim.params | Source code |
| orthogonal.matrix | Source code |
| plot.RMT | Man page Source code |
| plot.isdcc | Man page Source code |
| plot.spikedCovariance | Source code |
| plotSpikedCovariance | Man page Source code |
| plotmissing | Man page Source code |
| rmtdata | Man page |
| robustMultExpSmoothing | Man page Source code |
| s.ell | Source code |
| sdcc.loglik | Source code |
| shrink.eigen | Source code |
| shrink.eigen2 | Source code |
| sigma.sq.est | Source code |
| smoothing.matrix | Man page Source code Source code |
