R: Cross-Validated Covariance Matrix Estimation

# Cross-Validated Covariance Matrix Estimation

## Documentation for package ‘cvCovEst’ version 1.2.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

adaptiveLassoEst | Adaptive LASSO Estimator
bandingEst | Banding Estimator
cvCovEst | Cross-Validated Covariance Matrix Estimator Selector
cvFrobeniusLoss | Cross-Validation Function for Aggregated Frobenius Loss
cvMatrixFrobeniusLoss | Cross-Validation Function for Matrix Frobenius Loss
cvScaledMatrixFrobeniusLoss | Cross-Validation Function for Scaled Matrix Frobenius Loss
denseLinearShrinkEst | Linear Shrinkage Estimator, Dense Target
is.cvCovEst | Check for cvCovEst Class
linearShrinkEst | Linear Shrinkage Estimator
linearShrinkLWEst | Ledoit-Wolf Linear Shrinkage Estimator
nlShrinkLWEst | Analytical Non-Linear Shrinkage Estimator
plot.cvCovEst | Generic Plot Method for cvCovEst
poetEst | POET Estimator
robustPoetEst | Robust POET Estimator for Elliptical Distributions
sampleCovEst | Sample Covariance Matrix
scadEst | Smoothly Clipped Absolute Deviation Estimator
spikedFrobeniusShrinkEst | Frobenius Norm Shrinkage Estimator, Spiked Covariance Model
spikedOperatorShrinkEst | Operator Norm Shrinkage Estimator, Spiked Covariance Model
spikedSteinShrinkEst | Stein Loss Shrinkage Estimator, Spiked Covariance Model
summary.cvCovEst | Generic Summary Method for cvCovEst
taperingEst | Tapering Estimator
thresholdingEst | Hard Thresholding Estimator