Stein's Covariance Estimator
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Documentation for package ‘stcov’ version 0.1.0
Help Pages
| haff_cov | Stein/Haff's covariance estimator |
| haff_eig | Stein/Haff's ordered eigenvalue estimates |
| iso_cov | Stein's isotonized covariance estimator |
| iso_eig | Stein's isotonized eigenvalue estimates |
| stein_eig | Stein's raw (unisotonized) eigenvalue estimates |