The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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.
| Version: | 1.4.0 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 1.0.1) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 2.1.0), covr |
| Published: | 2019-07-30 |
| Author: | Anestis Touloumis [aut, cre] (0000-0002-5965-1639) |
| Maintainer: | Anestis Touloumis <A.Touloumis at brighton.ac.uk> |
| BugReports: | http://github.com/AnestisTouloumis/ShrinkCovMat/issues |
| License: | GPL-2 | GPL-3 |
| URL: | http://github.com/AnestisTouloumis/ShrinkCovMat |
| NeedsCompilation: | yes |
| Citation: | ShrinkCovMat citation info |
| Materials: | NEWS |
| CRAN checks: | ShrinkCovMat results |
| Reference manual: | ShrinkCovMat.pdf |
| Package source: | ShrinkCovMat_1.4.0.tar.gz |
| Windows binaries: | r-devel: ShrinkCovMat_1.4.0.zip, r-release: ShrinkCovMat_1.4.0.zip, r-oldrel: ShrinkCovMat_1.4.0.zip |
| macOS binaries: | r-release (arm64): ShrinkCovMat_1.4.0.tgz, r-oldrel (arm64): ShrinkCovMat_1.4.0.tgz, r-release (x86_64): ShrinkCovMat_1.4.0.tgz, r-oldrel (x86_64): ShrinkCovMat_1.4.0.tgz |
| Old sources: | ShrinkCovMat archive |
Please use the canonical form https://CRAN.R-project.org/package=ShrinkCovMat to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.