public class LedoitWolf2016 extends Object
Modifier and Type | Class and Description |
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static class |
LedoitWolf2016.Result
the estimator and some intermediate values computed by the algorithm
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Constructor and Description |
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LedoitWolf2016() |
LedoitWolf2016(boolean unbiased) |
public LedoitWolf2016()
public LedoitWolf2016(boolean unbiased)
public LedoitWolf2016.Result estimate(Matrix Y)
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