Files in antshi/CovEstim
(High-dimensional) Covariance Estimation
DESCRIPTION
NAMESPACE
R/cov_estim.R
R/cov_estim_bs.R
R/cov_estim_evc.R
R/cov_estim_ewma.R
R/cov_estim_fm.R
R/cov_estim_glasso.R
R/cov_estim_lw.R
R/cov_estim_lwnl.R
R/cov_estim_ml.R
R/cov_estim_pca.R
R/cov_estim_poet.R
R/cov_estim_precond_sf.R
R/cov_estim_ridge.R
R/cov_estim_sample.R
R/cov_estim_sh.R
R/cov_estim_tlasso.R
R/cov_help_funcs.R
R/data_rets_m.R
README.md
data/rets_m.rda
inst/REFERENCES.bib
inst/REFERENCES.bib.sav
man/cov_estim_afm.Rd
man/cov_estim_bs.Rd
man/cov_estim_efm.Rd
man/cov_estim_evc_bp.Rd
man/cov_estim_evc_mp.Rd
man/cov_estim_ewma.Rd
man/cov_estim_glasso.Rd
man/cov_estim_lwcc.Rd
man/cov_estim_lwcc_sf.Rd
man/cov_estim_lwident.Rd
man/cov_estim_lwnl.Rd
man/cov_estim_lwone.Rd
man/cov_estim_ml.Rd
man/cov_estim_pca.Rd
man/cov_estim_poet.Rd
man/cov_estim_precond_sf.Rd
man/cov_estim_ridge.Rd
man/cov_estim_sample.Rd
man/cov_estim_sh.Rd
man/cov_estim_tlasso.Rd
man/cov_estim_wrapper.Rd
man/cov_estim_wrapper2.Rd
man/is_posdef.Rd
man/is_sparse.Rd
man/make_posdef.Rd
man/near_posdef.Rd
man/rets_m.Rd
man/sigma_sim.Rd
man/sqrt_root_mat_calc.Rd
