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Part from Chenxin Jiang

Usage

sparse_cov(
  data,
  method = c("cv", "qiu"),
  operator = c("hard", "soft", "scad", "al"),
  corr = TRUE
)

Arguments

data

The data matrix.

method

The choice of method to select the optimal threshold level.

operator

The choice of the thresholding operator.

corr

The indicator of computing correlation or covariance matrix.

Value

The thresholding sparse covariance/correlation estimator.

Examples

print("No example")
#> [1] "No example"