CMEspec: General Interface for covariance matrix specification

In IshmaelBelghazi/CMEtest: Covariance Matrix Estimation test

Description

Covariance specification object Constructor. .. content for (no empty lines) .. This function allows specification of a covariance objects. .. content for ..

Usage

CMEspec(smooth = "None", smoothCtrl = list(), estim = "auto",
  estimCtrl = list(), shrink = "None", shrinkCtrl = list(),
  filter = "None", filterCtrl = list(), ...)

Arguments

smooth	character specifying to smoothing method.
smoothCtrl	list containing smoothing parameters
estim	character specifying which estimation methods ('mle', 'mcd', 'mve,...)
estimCtrl	list containing estimation parameters
shrink	character specifying which covariance shrinkage methode to choose
shrinkCtrl	list containing shrinkage parameters
filter	character specifying which filtering method to choose
filterCtrl	list containing filtering parameters

Value

CMEspec: S3 object containing complete specification

Author(s)

Mohamed Ishmael Diwan Belghazi

IshmaelBelghazi/CMEtest documentation built on May 7, 2019, 6:44 a.m.