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 DOI: 10.32614/CRAN.package.ShrinkCovMat Author: Anestis Touloumis [aut, cre] (ORCHID: 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 Documentation: Reference manual: ShrinkCovMat.html , ShrinkCovMat.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=ShrinkCovMat to link to this page.
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