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 <strimmerlab@gmail.com> 
License  GPL (>= 3) 
Version  1.6.9 
URL  http://strimmerlab.org/software/corpcor/ 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.