SHIP: SHrinkage covariance Incorporating Prior knowledge

The SHIP-package allows the estimation of various types of shrinkage covariance matrices. These types differ in terms of the so-called covariance target (to be chosen by the user), the highly structured matrix which the standard unbiased sample covariance matrix is shrunken towards and which optionally incorporates prior biological knowledge extracted from the database KEGG. The shrinkage intensity is obtained via an analytical procedure.

AuthorMonika Jelizarow and Vincent Guillemot
Date of publication2013-12-23 15:17:34
MaintainerVincent Guillemot <vincent.j.guillemot@gmail.com>
LicenseGPL (>= 2)
Version1.0.2

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