Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.2.0
Author: Anestis Touloumis
Maintainer: Anestis Touloumis <A.Touloumis@brighton.ac.uk>
Description: 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
NeedsCompilation: no
URL: http://github.com/AnestisTouloumis/ShrinkCovMat
BugReports: http://github.com/AnestisTouloumis/ShrinkCovMat/issues
Packaged: 2017-07-11 20:53:45 UTC; at539
Repository: CRAN
Date/Publication: 2017-07-11 21:18:11 UTC
