Man pages for stcov
Stein's Covariance Estimator

haff_covStein/Haff's covariance estimator
haff_eigStein/Haff's ordered eigenvalue estimates
iso_covStein's isotonized covariance estimator
iso_eigStein's isotonized eigenvalue estimates
stein_eigStein's raw (unisotonized) eigenvalue estimates
stcov documentation built on May 1, 2019, 6:39 p.m.