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).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling source/ R- | nlshrink_1.0.1.tar.gz |
13.5 KiB |
1.0.1 |
rolling linux/jammy R-4.5 | nlshrink_1.0.1.tar.gz |
89.8 KiB |
1.0.1 |
latest source/ R- | nlshrink_1.0.1.tar.gz |
13.5 KiB |
1.0.1 |
latest linux/jammy R-4.5 | nlshrink_1.0.1.tar.gz |
89.8 KiB |
1.0.1 |
2026-04-23 source/ R- | nlshrink_1.0.1.tar.gz |
13.5 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | nlshrink_1.0.1.zip |
92.3 KiB |
1.0.1 |
2025-04-20 source/ R- | nlshrink_1.0.1.tar.gz |
13.5 KiB |