Regularized Estimators of Covariance Matrices with CV Tuning

Documentation for package ‘CVTuningCov’ version 1.0

CVTuningCov-package	Select Tuning Parameters based on CV in Regularized Estimators of Covariance Matrices
AR1	Covariance Matrix with AR(1) Structure
banding	A Banding Operator on A Matrix
CVTuningCov	Select Tuning Parameters based on CV in Regularized Estimators of Covariance Matrices
F.norm2	The Squared Frobenius Norm
hard.thresholding	Hard-thresholding Operator on A Covariance Matrix
L2.norm2	The Squared Operator Norm
random.CV	Select Tuning Parameter for Regularized Covariance Matrix by Random CV
regular.CV	Select Tuning Parameter for Regularized Covariance Matrix by K-fold CV
soft.thresholding	Soft-thresholding Operator on A Covariance Matrix
tapering	A Tapering Operator on A Matrix