Man pages for fincov
Methods for estimating covariance matrices
| 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 |
