stcov: Stein's Covariance Estimator
Version 0.1.0

Estimates a covariance matrix using Stein's isotonized covariance estimator, or a related estimator suggested by Haff.

Browse man pages Browse package API and functions Browse package files

AuthorBrett Naul <brettnaul@gmail.com>
Date of publication2016-04-13 21:35:23
MaintainerBrett Naul <brettnaul@gmail.com>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stcov")

Man pages

haff_cov: Stein/Haff's covariance estimator
haff_eig: Stein/Haff's ordered eigenvalue estimates
iso_cov: Stein's isotonized covariance estimator
iso_eig: Stein's isotonized eigenvalue estimates
stein_eig: Stein's raw (unisotonized) eigenvalue estimates

Functions

haff_cov Man page Source code
haff_eig Man page Source code
iso_cov Man page Source code
iso_eig Man page Source code
stein_eig Man page Source code
sum_diffs Source code

Files

tests
tests/testthat.R
tests/testthat
tests/testthat/test_stcov.R
NAMESPACE
R
R/stcov.R
MD5
DESCRIPTION
man
man/haff_eig.Rd
man/haff_cov.Rd
man/iso_eig.Rd
man/iso_cov.Rd
man/stein_eig.Rd
stcov documentation built on May 19, 2017, 7 a.m.