Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.1.0
Date: 2015-01-08
Author: Anestis Touloumis
Maintainer: Anestis Touloumis <Anestis.Touloumis@cruk.cam.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
Packaged: 2015-01-08 12:36:37 UTC; toulou01
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-01-08 16:59:47
Built: R 3.1.2; ; 2015-01-09 14:42:07 UTC; unix
