Implements a JamesSteintype shrinkage estimator for
the covariance matrix, with separate shrinkage for variances and correlations.
The details of the method are explained in Schafer and Strimmer (2005)
Package details 


Author  Juliane Schafer, Rainer OpgenRhein, Verena Zuber, Miika Ahdesmaki, A. Pedro Duarte Silva, and Korbinian Strimmer. 
Date of publication  20170401 06:30:37 UTC 
Maintainer  Korbinian Strimmer <[email protected]> 
License  GPL (>= 3) 
Version  1.6.9 
URL  http://strimmerlab.org/software/corpcor/ 
Package repository  View on CRAN 
Installation 
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