Description Usage Arguments Value Author(s)
Perform regularisation on covariance matrix
| 1 | regularisation(fittedCov, lambdaS = 0.3, lambdaT = 0.3)
 | 
| fittedCov | fitted covariance matrix | 
| lambdaS | regularisation parameter for spectra | 
| lambdaT | regularisation parameter for time | 
A list with regularised covariance matrix
Asmita Poddar & Florent Latimier
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