CRAN/E | ShrinkCovMat

ShrinkCovMat

Shrinkage Covariance Matrix Estimators

Installation

About

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.

Citation ShrinkCovMat citation info
github.com/AnestisTouloumis/ShrinkCovMat
Bug report File report

Key Metrics

Version 1.4.0
R ≥ 2.10
Published 2019-07-30 1338 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ShrinkCovMat results

Downloads

Last 24 hours 0 -100%
Last 7 days 57 -55%
Last 30 days 281 +5%
Last 90 days 728 +2%
Last 365 days 3.492 -38%

Maintainer

Maintainer

Anestis Touloumis

A.Touloumis@brighton.ac.uk

Authors

Anestis Touloumis

aut / cre

(0000-0002-5965-1639)

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ShrinkCovMat archive

Depends

R ≥ 2.10

Imports

Rcpp ≥ 1.0.1

Suggests

testthat ≥ 2.1.0
covr

LinkingTo

Rcpp
RcppArmadillo