ShrinkCovMat (1.4.0)

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Shrinkage Covariance Matrix Estimators.

Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.

Maintainer: Anestis Touloumis
Author(s): Anestis Touloumis [aut, cre] (0000-0002-5965-1639)

License: GPL-2 | GPL-3

Uses: Rcpp, testthat, covr

Released 7 months ago.

5 previous versions



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