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.
| Version: | 1.4.0 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 1.0.1) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 2.1.0), covr |
| Published: | 2019-07-30 |
| Author: | Anestis Touloumis [aut, cre] (0000-0002-5965-1639) |
| Maintainer: | Anestis Touloumis <A.Touloumis at brighton.ac.uk> |
| BugReports: | http://github.com/AnestisTouloumis/ShrinkCovMat/issues |
| License: | GPL-2 | GPL-3 |
| URL: | http://github.com/AnestisTouloumis/ShrinkCovMat |
| NeedsCompilation: | yes |
| Citation: | ShrinkCovMat citation info |
| Materials: | NEWS |
| CRAN checks: | ShrinkCovMat results |
| Reference manual: | ShrinkCovMat.pdf |
| Package source: | ShrinkCovMat_1.4.0.tar.gz |
| Windows binaries: | r-devel: ShrinkCovMat_1.4.0.zip, r-release: ShrinkCovMat_1.4.0.zip, r-oldrel: ShrinkCovMat_1.4.0.zip |
| macOS binaries: | r-release (arm64): ShrinkCovMat_1.4.0.tgz, r-oldrel (arm64): ShrinkCovMat_1.4.0.tgz, r-release (x86_64): ShrinkCovMat_1.4.0.tgz, r-oldrel (x86_64): ShrinkCovMat_1.4.0.tgz |
| Old sources: | ShrinkCovMat archive |
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