r-shrinkcovmat
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.
- Overview
- Files 3
- Labels 1
- Badges
Installation
To install this package, run one of the following:
Usage Tracking
1.4.0
1 / 8 versions selected
Total downloads: 0
About
Summary
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.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2 | GPL-3
Total Downloads
3
Platforms
Linux 64 Version: 1.4.0
Win 64 Version: 1.4.0
macOS 64 Version: 1.4.0