ShrinkCovMat
Shrinkage Covariance Matrix Estimators
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.1.0 |
rolling linux/jammy R-4.5 | ShrinkCovMat_2.1.0.tar.gz |
1005.8 KiB |
2.1.0 |
rolling linux/noble R-4.5 | ShrinkCovMat_2.1.0.tar.gz |
1007.3 KiB |
2.1.0 |
rolling source/ R- | ShrinkCovMat_2.1.0.tar.gz |
897.1 KiB |
2.1.0 |
latest linux/jammy R-4.5 | ShrinkCovMat_2.1.0.tar.gz |
1005.8 KiB |
2.1.0 |
latest linux/noble R-4.5 | ShrinkCovMat_2.1.0.tar.gz |
1007.3 KiB |
2.1.0 |
latest source/ R- | ShrinkCovMat_2.1.0.tar.gz |
897.1 KiB |
2.1.0 |
2026-04-26 source/ R- | ShrinkCovMat_2.1.0.tar.gz |
897.1 KiB |
2.1.0 |
2026-04-23 source/ R- | ShrinkCovMat_2.1.0.tar.gz |
897.1 KiB |
2.1.0 |
2026-04-09 windows/windows R-4.5 | ShrinkCovMat_2.1.0.zip |
1.3 MiB |
1.4.0 |
2025-04-20 source/ R- | ShrinkCovMat_1.4.0.tar.gz |
882.1 KiB |