Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
| Version: | 1.0.1 |
| Depends: | R (≥ 3.2.3) |
| Imports: | stats (≥ 3.2.3), MASS (≥ 7.3-45), nloptr (≥ 1.0.4), graphics (≥ 3.2.3) |
| Published: | 2016-04-12 |
| Author: | Pratik Ramprasad [aut, cre] |
| Maintainer: | Pratik Ramprasad <pratik.ramprasad at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | nlshrink results |
| Reference manual: | nlshrink.pdf |
| Package source: | nlshrink_1.0.1.tar.gz |
| Windows binaries: | r-devel: nlshrink_1.0.1.zip, r-release: nlshrink_1.0.1.zip, r-oldrel: nlshrink_1.0.1.zip |
| OS X Mavericks binaries: | r-release: nlshrink_1.0.1.tgz, r-oldrel: nlshrink_1.0.1.tgz |
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