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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