Public Documentation

Documentation for CovarianceEstimation.jl's public interface.

See Internal Documentation for internal package docs.

Contents

• Public Documentation
• Contents
• Index
• Public Interface

Index

• CovarianceEstimation.AnalyticalNonlinearShrinkage
• CovarianceEstimation.CommonCovariance
• CovarianceEstimation.ConstantCorrelation
• CovarianceEstimation.DiagonalCommonVariance
• CovarianceEstimation.DiagonalUnequalVariance
• CovarianceEstimation.DiagonalUnitVariance
• CovarianceEstimation.LinearShrinkage
• CovarianceEstimation.PerfectPositiveCorrelation
• Statistics.cov

Public Interface

cov
StatsBase.CovarianceEstimator
StatsBase.SimpleCovariance
LinearShrinkage
DiagonalUnitVariance
DiagonalCommonVariance
DiagonalUnequalVariance
CommonCovariance
PerfectPositiveCorrelation
ConstantCorrelation
AnalyticalNonlinearShrinkage