| CMEhelp | General package information |
| CMEspec | General Interface for covariance matrix specification |
| CMEtest | CMEtest. |
| CovSpec | General Interface for covariance matrix specification |
| Estimate | Estimate obj |
| Estimate.CMEestimSpec | Estimate estim spec obj |
| Estimate.CMEfilterSpec | Estimate shrink spec object |
| Estimate.CMEshrinkSpec | Estimate shrink spec object |
| Estimate.CMEsmoothSpec | Estimate smoothing spec obj |
| Estimate.CMEspec | Estimate a covariance specification object |
| GetCor | Extracts Corrlation from estimation object |
| GetCorr | Extracts Corrlation from estimation object |
| GetCov | Extact covariance from estimation object |
| GetLoc | First moment extraction |
| GetLoc.CMEspec | First moment extraction |
| GetLoc.default | First moment extraction |
| MakeMomentFUN | Generates moment function from spec or estimation object |
| summary.CMEspec | summary of specification object |
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