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
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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
|---|
win-64/r-shrinkcovmat-1.4.0-r36h796a38f_0.tar.bz2 | conda | 1.4.0 | win-64 | main | Dec 4, 2019, 03:54 PM | 1 MB | 1 | |
osx-64/r-shrinkcovmat-1.4.0-r36h466af19_0.tar.bz2 | conda | 1.4.0 | osx-64 | main | Dec 4, 2019, 03:49 PM | 1.01 MB | 1 | |
linux-64/r-shrinkcovmat-1.4.0-r36h29659fb_0.tar.bz2 | conda | 1.4.0 | linux-64 | main | Dec 4, 2019, 03:44 PM | 1023.56 KB | 1 |