Man pages for cvCovEst
Cross-Validated Covariance Matrix Estimation
| adaptiveLassoEst | Adaptive LASSO Estimator |
| adaptiveLassoThreshold | Adaptive LASSO Thresholding Function |
| bandingEst | Banding Estimator |
| bestInClass | Showing Best Estimator Within Each Class of Estimators |
| checkArgs | Check Arguments Passed to cvCovEst |
| checkPlotSumArgs | Check Arguments Passed to plot.cvCovEst and summary.cvCovEst |
| computeC | Estimate C of Spiked Covariance Matrix Estimator |
| computeEll | Estimate Ell of Spiked Covariance Matrix Estimator |
| computeS | Estimate S of Spiked Covariance Matrix Estimator |
| cvCovEst | Cross-Validated Covariance Matrix Estimator Selector |
| cvEigenPlot | Eigenvalue Plot |
| cvFrobeniusLoss | Cross-Validation Function for Aggregated Frobenius Loss |
| cvMatrixFrobeniusLoss | Cross-Validation Function for Matrix Frobenius Loss |
| cvMatrixMetrics | Matrix Metrics for cvCovEst Object |
| cvMultiMelt | Multiple Heat Map Plot |
| cvRiskByClass | Summary Statistics of Cross-Validated Risk by Estimator Class |
| cvRiskPlot | Cross-Validated Risk Plot |
| cvScaledMatrixFrobeniusLoss | Cross-Validation Function for Scaled Matrix Frobenius Loss |
| cvSummaryPlot | Summary Plot |
| denseLinearShrinkEst | Linear Shrinkage Estimator, Dense Target |
| estAttributes | Estimator Attributes Function |
| estimateNoise | Estimate Noise in Spiked Covariance Matrix Model |
| getHypers | Hyperparameter Retrieval Function |
| hyperRisk | Summarize Cross-Validated Risks by Class with Hyperparameter |
| is.cvCovEst | Check for cvCovEst Class |
| linearShrinkEst | Linear Shrinkage Estimator |
| linearShrinkLWEst | Ledoit-Wolf Linear Shrinkage Estimator |
| matrixMetrics | General Matrix Metrics |
| multiHyperRisk | Multi-Hyperparameter Risk Plots |
| nlShrinkLWEst | Analytical Non-Linear Shrinkage Estimator |
| plotAdaptiveLassoEst | Plot adaptiveLassoEst |
| plot.cvCovEst | Generic Plot Method for cvCovEst |
| plotPoetEst | Plot poetEst |
| plotRobustPoetEst | Plot robustPoetEst |
| poetEst | POET Estimator |
| robustPoetEst | Robust POET Estimator for Elliptical Distributions |
| safeColScale | Safe Centering and Scaling of Columns |
| sampleCovEst | Sample Covariance Matrix |
| scadEst | Smoothly Clipped Absolute Deviation Estimator |
| scadThreshold | Smoothly Clipped Absolute Deviation Thresholding Function |
| scaleEigVals | Extract Estimated Scaled Eigenvalues in Spiked Covariance... |
| spikedFrobeniusShrinkEst | Frobenius Norm Shrinkage Estimator, Spiked Covariance Model |
| spikedOperatorShrinkEst | Operator Norm Shrinkage Estimator, Spiked Covariance Model |
| spikedSteinShrinkEst | Stein Loss Shrinkage Estimator, Spiked Covariance Model |
| strToNumber | Convert String to Numeric or Integer When Needed |
| summary.cvCovEst | Generic Summary Method for cvCovEst |
| taperingEst | Tapering Estimator |
| theme_cvCovEst | cvCovEst Plot Theme |
| thresholdingEst | Hard Thresholding Estimator |
