Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.0.2
Date: 2014-xx-xx
Author: Anestis Touloumis
Maintainer: Anestis Touloumis <Anestis.Touloumis@cruk.cam.ac.uk>
Description: The package ShrinkCovMat 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.
License: GPL-2 | GPL-3
Depends: R (>= 2.10)
LazyLoad: yes
Packaged: 2014-10-20 09:13:01 UTC; toulou01
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-20 12:36:34
