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