Function reference • cvCovEst

Covariance Matrix Estimators
`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
`poetEst()`	POET Estimator
`robustPoetEst()`	Robust POET Estimator for Elliptical Distributions
`sampleCovEst()`	Sample Covariance Matrix
`scadEst()`	Smoothly Clipped Absolute Deviation Estimator
`spikedOperatorShrinkEst()`	Operator Norm Shrinkage Estimator, Spiked Covariance Model
`spikedFrobeniusShrinkEst()`	Frobenius Norm Shrinkage Estimator, Spiked Covariance Model
`spikedSteinShrinkEst()`	Stein Loss Shrinkage Estimator, Spiked Covariance Model
`taperingEst()`	Tapering Estimator
`thresholdingEst()`	Hard Thresholding Estimator
Cross-Validation Functions
`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
Plotting and Summary Functions
`plot(<cvCovEst>)`	Generic Plot Method for cvCovEst
`summary(<cvCovEst>)`	Generic Summary Method for cvCovEst
`is.cvCovEst()`	Check for cvCovEst Class

Reference