Man pages for fincov
Methods for estimating covariance matrices

cleanedSeriesExponential Smoothing Robust Cleaned Series
covariance-packageMethods to estimate covariance matrices
covEstimateEstimate covariance matrix
detectOutliersOutlier Detection
ExponentialSmoothingExponential Smoothing Constructor
forecastSeriesExponential Smoothing Forecast
jsShrinkJames-Stein type shrinkage estimate of covariance matrix
lwShrinkLedoit-Wolf shrinkage covariance estimate
objLambdaClassicObjective function to find optimal smoothing matrix using...
objLambdaRobustObjective function to find optimal smoothing matrix using...
scaleEstimateRobust local estimate of scale
smoothedSeriesExponential Smoothing Smoothed Values
smoothedValuesRobustSmoothed Values
solveLambdaSolve for the optimal smoothing matrix
fincov documentation built on May 31, 2017, 3:03 a.m.