Condition Number Regularized Covariance Estimation

Documentation for package ‘CondReg’ version 0.16

condreg	Compute the condition number with given penalty parameter
condreg_data	Sample data for CondReg examples
crbulk	Computes multiple solutions
kgrid	Return a vector of grid of penalties for cross-validation
ml_solver	Compute shrinkage of eigenvalues for condreg
path_solver	Compute optimal u of Lemma 1 in JRSSB paper
select_condreg	Compute the best condition number regularized based based on cross-validation selected penalty parameter
select_kmax	Selection of penalty parameter based on cross-validation
sigma	True covariance matrix of X
X	Sample data matrix X for CondReg examples