covariance-0.2.0.1: Well-conditioned estimation of large-dimensional covariance matrices

Index

AssumeCenteredStatistics.Covariance
DoCenter 
1 (Type/Class)Statistics.Covariance
2 (Data Constructor)Statistics.Covariance
empiricalCovarianceStatistics.Covariance
graphicalLassoStatistics.Covariance
ledoitWolfStatistics.Covariance
oracleApproximatingShrinkageStatistics.Covariance
raoBlackwellLedoitWolfStatistics.Covariance
rescalePWithStatistics.Covariance
rescaleSWithStatistics.Covariance
scaleStatistics.Covariance