Description Usage Arguments Value Author(s) References Examples
The shrinkage estimator is computed independently of the target's nature.
1 | shrink.estim(x, tar)
|
x |
A n x p matrix (the data set) . |
tar |
A p x p matrix (the covariance target). |
A p x p shrinkage covariance matrix and the estimated lambda.
Monika Jelizarow and Vincent Guillemot
J. Schaefer and K. Strimmer, 2005. A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics. Statist. Appl. Genet. Mol. Biol. 4:32.
1 2 3 4 | # Simulate dataset
x <- matrix(rnorm(20*30),20,30)
# Try different targets
shrink.estim(x,tar=build.target(x,type="D"))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.