Man pages for HGray384/TAS
Target-Averaged Linear Shrinkage (TAS)

addTargetAdd a new target to TAS without re-running 'taShrink'
gcShrinkBayesian Gaussian conjugate (GC) single target linear...
getTargetConstruct a target matrix for single target linear shrinkage
getTargetSetConstruct a set of target matrices for Target-Averaged linear...
targetWeightsExtract the target-specific and sample covariance shrinkage...
taShrinkBayesian Target-Averaged linear Shrinkage (TAS) covariance...
TAS-packageTarget-Averaged Linear Shrinkage estimation
HGray384/TAS documentation built on Dec. 14, 2020, 8:41 p.m.