PhilBoileau / cvCovEst

An R package for assumption-lean covariance matrix estimation in high dimensions
https://philboileau.github.io/cvCovEst/
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Add argument checker to cvCovEst #7

Closed PhilBoileau closed 4 years ago

PhilBoileau commented 4 years ago

checkArgs, a function for verifying the validity of arguments passed to cvCovEst, is implemented in this PR. A long list of tests is included in checkArgs's associated testing file.

This PR also makes the following change: cvFrobeniusLoss is now the default loss function used by cvCovEst.