r-nlshrink 1.0.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=nlshrink
Licenses: GPL 3
Synopsis: Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
Description:
Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
Total results: 1