Man pages for nlshrink
Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
| ESD | Compute the empirical spectral distribution (ESD) for a set... |
| lambda_estimate | Generate sample eigenvalues from population eigenvalues |
| linshrink | Linear-shrinkage estimator of population eigenvalues. |
| linshrink_cov | Linear-shrinkage estimator of population covariance matrix. |
| nlshrink | Package |
| nlshrink_cov | Non-linear shrinkage estimator of population covariance... |
| nlshrink_demo | Demonstration of non-linear shrinkage estimator of population... |
| tau_estimate | Non-linear shrinkage estimator of population eigenvalues. |
