Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.1.1
Date: 2015-09-08
Author: Anestis Touloumis
Maintainer: Anestis Touloumis <A.Touloumis@brighton.ac.uk>
Description: 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.
License: GPL-2 | GPL-3
Depends: R (>= 2.10)
LazyLoad: yes
NeedsCompilation: no
Packaged: 2015-09-08 14:23:11 UTC; at539
Repository: CRAN
Date/Publication: 2015-09-08 17:48:37
