CRAN/E | nlshrink

nlshrink

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

Installation

About

Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).

Key Metrics

Version	1.0.1
R	≥ 3.2.3
Published	2016-04-12 2941 days ago
Needs compilation?	no
License	GPL-3
CRAN checks	nlshrink results

Downloads

Yesterday	8 -38%
Last 7 days	84 +5%
Last 30 days	238 +11%
Last 90 days	637 -19%
Last 365 days	2.839 -15%

Maintainer

Maintainer

Pratik Ramprasad

pratik.ramprasad@gmail.com

Authors

Pratik Ramprasad

aut / cre

Material

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

Depends

R

≥ 3.2.3

Imports

stats	≥ 3.2.3
MASS	≥ 7.3-45
nloptr	≥ 1.0.4
graphics	≥ 3.2.3

Reverse Imports

CSCDRNA
xdcclarge

Reverse Suggests

GGMncv