F.norm2                 The Squared Frobenius Norm
FinCovRegularization    FinCovRegularization: Covariance Matrix
                        Estimation and Regularization for Finance
FundamentalFactor.Cov   Covariance Matrix Estimation by Fundamental
                        Factor Model
GMVP                    Global Minimum Variance Portfolio
Ind.Cov                 Independence opreator on Covariance Matrix
MacroFactor.Cov         Covariance Matrix Estimation by Macroeconomic
                        Factor Model
O.norm2                 The Squared Operator Norm
RiskParity              Risk Parity Portfolio
StatFactor.Cov          Covariance Matrix Estimation by Statistical
                        Factor Model
banding                 Banding Opreator on Covariance Matrix
banding.cv              Select Tuning Parameter for Banding Covariance
                        Matrix by CV
hard.thresholding       Hard-Thresholding Opreator on Covariance Matrix
m.excess.c10sp9003      10 stock and S&P 500 excess returns
soft.thresholding       Soft-Thresholding Opreator on Covariance Matrix
tapering                Tapering Opreator on Covariance Matrix
tapering.cv             Select Tuning Parameter for Tapering Covariance
                        Matrix by CV
threshold.cv            Select Tuning Parameter for Thresholding
                        Covariance Matrix by CV
