Files in antshi/CovEstim
(High-dimensional) Covariance Estimation
.Rbuildignore
.gitignore
CovEstim.Rproj
DESCRIPTION
LICENSE
NAMESPACE
R/RcppExports.R
R/cov-estim-condreg.R
R/cov-estim-evc.R
R/cov-estim-ewma.R
R/cov-estim-factor.R
R/cov-estim-gh.R
R/cov-estim-glasso.R
R/cov-estim-help.R
R/cov-estim-lwlin.R
R/cov-estim-lwnonlin.R
R/cov-estim-nercome.R
R/cov-estim-poet.R
R/cov-estim-ridge.R
R/cov-estim-sim.R
R/cov-estim-simple.R
R/cov-estim-tlasso.R
R/cov-estim.R
R/sp200.R
README.md
data/sp200.rda
inst/REFERENCES.bib
inst/REFERENCES.bib.sav
man/CovEstim-package.Rd
man/is_posdef.Rd
man/is_sparse.Rd
man/make_posdef.Rd
man/near_posdef.Rd
man/sigma_estim.Rd
man/sigma_estim_afm.Rd
man/sigma_estim_bs.Rd
man/sigma_estim_condreg.Rd
man/sigma_estim_efm.Rd
man/sigma_estim_evc_bp.Rd
man/sigma_estim_evc_mp.Rd
man/sigma_estim_ewma.Rd
man/sigma_estim_ghs.Rd
man/sigma_estim_glasso.Rd
man/sigma_estim_glasso_slim.Rd
man/sigma_estim_lwcc.Rd
man/sigma_estim_lwcc_cpp.Rd
man/sigma_estim_lwcc_sf.Rd
man/sigma_estim_lwident.Rd
man/sigma_estim_lwident_cpp.Rd
man/sigma_estim_lwnl.Rd
man/sigma_estim_lwnl_cpp.Rd
man/sigma_estim_lwone.Rd
man/sigma_estim_lwone_cpp.Rd
man/sigma_estim_ml.Rd
man/sigma_estim_nercome.Rd
man/sigma_estim_pca.Rd
man/sigma_estim_poet.Rd
man/sigma_estim_precond.Rd
man/sigma_estim_ridge.Rd
man/sigma_estim_sample.Rd
man/sigma_estim_sh.Rd
man/sigma_estim_tlasso.Rd
man/sigma_estim_wrapper.Rd
man/sigma_sim.Rd
man/sp200.Rd
man/sqrt_root_calc.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/cov-estim-lw.cpp
