API for afranks86/envelopeR
Large-scale Envelope Estimation in the Spiked Model
| Global functions | |
|---|---|
| F_cov_reg | Source code |
| F_norm | Source code |
| compute_log_likelihood | Source code |
| covarianceBiplot | Source code |
| covariance_regression_estep | Source code |
| covariance_regression_mstep | Source code |
| create_plots | Source code |
| custom_estep | Source code |
| dF_cov_reg | Source code |
| dF_norm | Source code |
| dFi_norm | Source code |
| fit_envelope | Source code |
| generate_test_data | Source code |
| getHullPoints | Source code |
| getRank | Source code |
| get_mean_cov_hat | Source code |
| get_pm_psi | Source code |
| lw_shrinkage | Source code |
| optimize_envelope | Source code |
| optimize_envelope_covreg | Source code |
| optimize_envelope_custom | Source code |
| posteriorLinePlot | Source code |
| posteriorPlot | Source code |
| rotate_basis | Source code |
| steinsLoss | Source code |
| test_sphericity | Source code |
