nlshrink
Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
- Version1.0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release04/12/2016
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Team
Pratik Ramprasad
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