cernn                   Compute the regularization path for Covariance
                        Estimate Regularized by Nuclear Norms (CERNN)
get_alpha               Compute alpha parameter for covariance
                        regularization.
get_lambda_max          Compute lambda_max parameter for covariance
                        regularization.
loss_entropy            Entropy Loss
loss_quadratic          Quadratic Loss
select_lambda           Selection of penalty parameter based on
                        cross-validation
shrink_eigen            Nonlinear shrinkage of sample eigenvalues
