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 3100 days ago
Needs compilation? no
License GPL-3
CRAN checks nlshrink results

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Maintainer

Maintainer

Pratik Ramprasad

[email protected]

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