Description Usage Arguments Value References
Estimation of the optimal shrinkage parameters as described in [1,2] and implemented in a more general version within the SHIP package [2].
1 | tau.estimate(x)
|
x |
Data set on which the covariance matrix is estimated. |
tau |
Optimal shrinkage intensity parameter |
[1] Schaefer J. and Strimmer K., 2005. A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32.
[2] Jelizarow M., Guillemot V., Tenenhaus A., Strimmer K., Boulesteix A.-L., 2010. Over-optimism in bioinformatics: an illustration. Bioinformatics 26:1990-1998.
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