fincov: Methods for estimating covariance matrices
Version 0.1

More about what it does (maybe more than one line)

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AuthorRoss Bennett
Date of publication2014-03-14 15:12:02
MaintainerRoss Bennett <rossbennett34@gmail.com>
LicenseWhat license is it under?
Version0.1
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fincov", repos="http://R-Forge.R-project.org")

Man pages

cleanedSeries: Exponential Smoothing Robust Cleaned Series
covariance-package: Methods to estimate covariance matrices
covEstimate: Estimate covariance matrix
detectOutliers: Outlier Detection
ExponentialSmoothing: Exponential Smoothing Constructor
forecastSeries: Exponential Smoothing Forecast
jsShrink: James-Stein type shrinkage estimate of covariance matrix
lwShrink: Ledoit-Wolf shrinkage covariance estimate
objLambdaClassic: Objective function to find optimal smoothing matrix using...
objLambdaRobust: Objective function to find optimal smoothing matrix using...
scaleEstimate: Robust local estimate of scale
smoothedSeries: Exponential Smoothing Smoothed Values
smoothedValuesRobust: Smoothed Values
solveLambda: Solve for the optimal smoothing matrix

Functions

ExponentialSmoothing Man page Source code
biweight Source code
cleanedSeries Man page Source code
cleaned_series Source code
covEstimate Man page Source code
covariance Man page
covariance-package Man page
detectOutliers Man page Source code
forecastSeries Man page Source code
forecast_values Source code
huber Source code
jsShrink Man page Source code
lwShrink Man page Source code
modify.args Source code
objLambdaClassic Man page Source code
objLambdaRobust Man page Source code
scaleEstimate Man page Source code
scale_estimate Source code
smoothedSeries Man page Source code
smoothedValuesRobust Man page Source code
smoothed_values Source code
solveLambda Man page Source code

Files

DESCRIPTION
NAMESPACE
R
R/cov_estimate.R
R/exponential_smoothing.R
R/outlier.R
R/shrinkage.R
R/utils.R
man
man/ExponentialSmoothing.Rd
man/cleanedSeries.Rd
man/covEstimate.Rd
man/covariance-package.Rd
man/detectOutliers.Rd
man/forecastSeries.Rd
man/jsShrink.Rd
man/lwShrink.Rd
man/objLambdaClassic.Rd
man/objLambdaRobust.Rd
man/scaleEstimate.Rd
man/smoothedSeries.Rd
man/smoothedValuesRobust.Rd
man/solveLambda.Rd
sandbox
sandbox/ewma.R
sandbox/lwshrink.R
sandbox/mcd_regression.pdf
sandbox/test_ewma.R
sandbox/test_ewma1.R
sandbox/test_exp_smoothing.R
sandbox/test_outliers.R
sandbox/test_rrcov.R
sandbox/test_shrinkage.R
fincov documentation built on May 21, 2017, 1:09 a.m.