NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators

Documentation for package ‘novelist’ version 1.0

novelist-package	NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators
delta.star	Compute optimal shrinkage intensities for given thresholding levels
hardt	Hard thresholding estimator of covariance/correlation matrix
novelist	NOVEL Integration of the Sample and Thresholded (NOVELIST) Correlation and Covariance Estimators
novelist.assign	Parameter-assigned NOVELIST estimators of a covariance/correlation matrix
novelist.assign.inv	Parameter-assigned NOVELIST estimators of inverse of a corvariance/correlation matrix
novelist.cov.cv	Optimal NOVELIST estimator of a covariance/correlation matrix
novelist.inv.cv	Optimal NOVELIST estimator of the inverse of a covariance/correlation matrix
softt	Soft thresholding estimators of a covariance/correlation matrix