# Linear-shrinkage estimator of population eigenvalues.

### Description

`linshrink`

estimates the population eigenvalues from the
sample eigenvalues by shrinking each sample eigenvalue towards the global
mean based on a shrinkage factor. Details in referenced publications.

### Usage

1 | ```
linshrink(X, k = 0)
``` |

### Arguments

`X` |
A data matrix. |

`k` |
(Optional) Non-negative integer less than |

### Value

A numeric vector of length `ncol(X)`

, containing the population
eigenvalue estimates sorted in ascending order.

### References

Ledoit, O. and Wolf, M. (2004). A well-conditioned estimator for large-dimensional covariance matrices. Journal of Multivariate Analysis, 88(2)

Ledoit, O. and Wolf, M. (2016). Numerical Implementation of the QuEST function. arXiv:1601.05870 [stat.CO]

### Examples

1 2 |