stcov - Stein's Covariance Estimator
Estimates a covariance matrix using Stein's isotonized covariance estimator, or a related estimator suggested by Haff.
Last updated 9 years ago
1.00 score 6 scripts 117 downloadsEstimates a covariance matrix using Stein's isotonized covariance estimator, or a related estimator suggested by Haff.
Last updated 9 years ago
1.00 score 6 scripts 117 downloads