t>
<dd><p>A non-negative, <code>numeric</code> integer.</p></dd>

</dl></div>
    <div id="value">
    <h2>Value</h2>
    

<p>A <code>matrix</code> corresponding to the estimate of the covariance
matrix.</p>
    </div>
    <div id="references">
    <h2>References</h2>
    <p>Bickel PJ, Levina E (2008).
“Regularized estimation of large covariance matrices.”
<em>Annals of Statistics</em>, <b>36</b>(1), 199--227.
doi: <a href="https://doi.org/10.1214/009053607000000758" class="external-link">10.1214/00905