Description Usage Arguments Details Value References Examples
View source: R/cov-estim-evc.R
Computes the Stein-Haff estimator of the covariance matrix.
1 |
data |
an nxp data matrix. |
The estimation procedure follows \insertCitestein1975estimation;textualCovEstim and \insertCitehaff1991variational;textualCovEstim. Originally found under \insertCitestcovpackage;textualCovEstim.
a list with the following entries
a pxp estimated covariance matrix.
an estimation specific tuning parameter, here an NA.
1 2 3 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.