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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Estimate the shrinkage covariance by Ledoit and Wolf (2003)

covshrinkcovshrink: The package computes the shrinked covariance...
cov_shrinkShrinked Covariance Matrix
gamma_hatEstimate of gamma
pairwise_obsNumber of pairwise complete observations
pi_nu_hatEstimator of pi_ij and nu_ij
structured_covEstimate of the structured covariance matrix
LeonardMK/covshrink documentation built on Dec. 18, 2021, 4:33 a.m.

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