Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.0.0
Date: 2014-04-17
Author: Anestis Touloumis
Maintainer: Anestis Touloumis <Anestis.Touloumis@cruk.cam.ac.uk>
Description: This package provides nonparametric Stein-type 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: 2014-04-17 14:20:12 UTC; toulou01
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-04-17 23:12:07
