regularisation: Perform regularisation on covariance matrix

Description Usage Arguments Value Author(s)

Description

Perform regularisation on covariance matrix

Usage

1
regularisation(fittedCov, lambdaS = 0.3, lambdaT = 0.3)

Arguments

fittedCov

fitted covariance matrix

lambdaS

regularisation parameter for spectra

lambdaT

regularisation parameter for time

Value

A list with regularised covariance matrix

Author(s)

Asmita Poddar & Florent Latimier


asmitapoddar/BayesSentinel documentation built on May 10, 2019, 1:18 a.m.