Description Usage Arguments Value See Also

Obtain a series of hard thresholding estimators of a covariance/correlation matrix by applying a series of thresholdings.

1 |

`m` |
a |

`th` |
a series of thresholding levels, for example |

`Cor` |
apply hard thresholding on sample covariance matrix if |

An array of covariance/correlation matrix estimators after regularized by a series of thresholding levels.

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