Man pages for kyoustat/CovTools
Statistical Tools for Covariance Analysis

BCovTest1.mxPBFOne-Sample Covariance Test using Maximum Pairwise Bayes...
BDiagTest1.mxPBFOne-Sample Diagonality Test by Maximum Pairwise Bayes Factor
CovDistCompute Pairwise Distance for Symmetric Positive-Definite...
CovEst.2003LWCovariance Estimation with Linear Shrinkage
CovEst.2010OASOracle Approximating Shrinkage Estimator
CovEst.2010RBLWRao-Blackwell Ledoit-Wolf Estimator
CovEst.adaptiveCovariance Estimation via Adaptive Thresholding
CovEst.hardCovariance Estimation via Hard Thresholding
CovEst.hardPDCovariance Estimation via Hard Thresholding under...
CovEst.nearPDCovariance Estimation via Nearest Positive-Definite Matrix...
CovEst.softCovariance Estimation via Soft Thresholding
CovMeanEstimate Mean Covariance Matrix
CovTest1.2013CaiOne-Sample Covariance Test by Cai and Ma (2013)
CovTest1.2014SrivastavaOne-Sample Covariance Test by Srivastava, Yanagihara, and...
CovTest2.2013CaiTwo-Sample Covariance Test by Cai and Ma (2013)
DiagTest1.2011CaiOne-Sample Diagonality Test by Cai and Jiang (2011)
DiagTest1.2015LanOne-Sample Diagonality Test by Lan et al. (2015)
package-CovToolsA Collection of Geometric and Statistical Tools for...
PreEst.2014AnBanded Precision Matrix Estimation via Bandwidth Test
PreEst.2014BanerjeeBayesian Estimation of a Banded Precision Matrix (Banerjee...
PreEst.2017LeeBayesian Estimation of a Banded Precision Matrix (Lee 2017)
PreEst.glassoPrecision Matrix Estimation via Graphical Lasso
samplecovsGenerate Sample Covariances of 2 groups
kyoustat/CovTools documentation built on Nov. 26, 2019, 12:13 a.m.