gamma_hat: Estimate of gamma
In LeonardMK/covshrink: Estimate the shrinkage covariance by Ledoit and Wolf (2003)
Description
Usage
Arguments
Value
Description
Estimate of gamma
Usage
1
gamma_hat(mat_covariance, mat_structurded, na.rm)
Arguments
mat_covariance
matrix containing sample covariance matrix.
mat_structurded
matrix containing structured covariance matrix.
na.rm
logical indicating whether NA values should be stripped
before the computation proceeds.
Value
matrix of shape p \times p.
LeonardMK/covshrink documentation built on Dec. 18, 2021, 4:33 a.m.
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Description Usage Arguments Value
Description
Estimate of gamma
Usage
1 | gamma_hat(mat_covariance, mat_structurded, na.rm)
|
Arguments
mat_covariance |
matrix containing sample covariance matrix. |
mat_structurded |
matrix containing structured covariance matrix. |
na.rm |
logical indicating whether |
Value
matrix of shape p \times p.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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