novelist: NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators
Version 1.0

Estimate Large correlation and covariance matrices and their inverses using integration of the sample and thresholded correlation and covariance estimators.

AuthorNa Huang and Piotr Fryzlewicz
Date of publication2015-05-19 00:14:47
MaintainerNa Huang <n.huang1@lse.ac.uk>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("novelist")

Getting started

Package overview

Popular man pages

delta.star: Compute optimal shrinkage intensities for given thresholding...
hardt: Hard thresholding estimator of covariance/correlation matrix
novelist.assign: Parameter-assigned NOVELIST estimators of a...
novelist.assign.inv: Parameter-assigned NOVELIST estimators of inverse of a...
novelist.cov.cv: Optimal NOVELIST estimator of a covariance/correlation matrix
novelist.inv.cv: Optimal NOVELIST estimator of the inverse of a...
softt: Soft thresholding estimators of a covariance/correlation...
See all...

All man pages Function index File listing

Man pages

delta.star: Compute optimal shrinkage intensities for given thresholding...
hardt: Hard thresholding estimator of covariance/correlation matrix
novelist.assign: Parameter-assigned NOVELIST estimators of a...
novelist.assign.inv: Parameter-assigned NOVELIST estimators of inverse of a...
novelist.cov.cv: Optimal NOVELIST estimator of a covariance/correlation matrix
novelist.inv.cv: Optimal NOVELIST estimator of the inverse of a...
novelist-package: NOVEL Integration of the Sample and Thresholded (NOVELIST)...
softt: Soft thresholding estimators of a covariance/correlation...

Functions

delta.star Man page Source code
hardt Man page Source code
novelist Man page
novelist-package Man page
novelist.assign Man page Source code
novelist.assign.inv Man page Source code
novelist.cov.cv Man page Source code
novelist.inv.cv Man page Source code
softt Man page Source code

Files

NAMESPACE
R
R/novelist.cov.cv.R
R/novelist.inv.cv.R
R/softt.R
R/delta.star.R
R/hardt.R
R/novelist.assign.R
R/novelist.assign.inv.R
MD5
DESCRIPTION
man
man/novelist.assign.Rd
man/novelist-package.Rd
man/novelist.assign.inv.Rd
man/novelist.inv.cv.Rd
man/novelist.cov.cv.Rd
man/softt.Rd
man/delta.star.Rd
man/hardt.Rd
novelist documentation built on May 20, 2017, 4:36 a.m.