sigma_estim_sh: Stein-Haff Covariance Estimation
In antshi/CovEstim: (High-dimensional) Covariance Estimation
Description
Usage
Arguments
Details
Value
References
Examples
View source: R/cov-estim-evc.R
Description
Computes the Stein-Haff estimator of the covariance matrix.
Usage
1
Arguments
data
an nxp data matrix.
Details
The estimation procedure follows \insertCitestein1975estimation;textualCovEstim and \insertCitehaff1991variational;textualCovEstim.
Originally found under \insertCitestcovpackage;textualCovEstim.
Value
a list with the following entries
a pxp estimated covariance matrix.
an estimation specific tuning parameter, here an NA.
References
\insertAllCited
Examples
1
2
3
antshi/CovEstim documentation built on Nov. 13, 2020, 2:25 p.m.
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Description Usage Arguments Details Value References Examples
View source: R/cov-estim-evc.R
Description
Computes the Stein-Haff estimator of the covariance matrix.
Usage
1 |
Arguments
data |
an nxp data matrix. |
Details
The estimation procedure follows \insertCitestein1975estimation;textualCovEstim and \insertCitehaff1991variational;textualCovEstim. Originally found under \insertCitestcovpackage;textualCovEstim.
Value
a list with the following entries
a pxp estimated covariance matrix.
an estimation specific tuning parameter, here an NA.
References
\insertAllCitedExamples
1 2 3 |
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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