API for arorar/covmat
Covariance Matrix Estimation

Global functions
TransitionProb Source code
biweight Source code
c.ell Source code
compareCov Man page Source code
detectSpikes Source code
dow30data Man page
ell.lambda Source code
estRMT Man page Source code
estSpikedCovariance Man page Source code
etfdata Man page
factor.data Man page
fmmc.cov Man page Source code
gamma_cp Source code
getMPfit Source code
givens.rotation Source code
helper.loglik Source code
huber Source code
isdccfit Man page Source code
missingdata Man page
mp.obj Source code
nitFilterProb Source code
nitQ Source code
obj Source code
obj.helper Source code
optim.params Source code
orthogonal.matrix Source code
plot.RMT Man page Source code
plot.isdcc Man page Source code
plot.spikedCovariance Source code
plot.stambaugh Man page Source code
plotSpikedCovariance Man page Source code
plotmissing Man page Source code
rmtdata Man page
robustMultExpSmoothing Man page Source code
s.ell Source code
sdcc.loglik Source code
shrink.eigen Source code
shrink.eigen2 Source code
sigma.sq.est Source code
smoothing.matrix Man page Source code Source code
stambaugh.dist Source code
stambaugh.distance.plot Man page Source code
stambaugh.ellipse.plot Man page Source code
stambaugh.est Man page Source code
stambaugh.fit Man page Source code
arorar/covmat documentation built on June 3, 2017, 10:07 p.m.