LeonardMK/covshrink
Estimate the shrinkage covariance by Ledoit and Wolf (2003)

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LeonardMK/covshrink: Estimate the shrinkage covariance by Ledoit and Wolf (2003)
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API for LeonardMK/covshrink
Estimate the shrinkage covariance by Ledoit and Wolf (2003)

Global functions
cov_shrink Man page Source code
covshrink Man page
gamma_hat Man page Source code
pairwise_obs Man page Source code
pi_nu_hat Man page Source code
structured_cov Man page Source code
LeonardMK/covshrink documentation built on Dec. 18, 2021, 4:33 a.m.

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