Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.1.2
Date: 2016-05-22
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: 2016-05-22 10:42:06 UTC; Anestis
Repository: CRAN
Date/Publication: 2016-05-22 15:01:31
