stcov: Stein's Covariance Estimator

Estimates a covariance matrix using Stein's isotonized covariance estimator, or a related estimator suggested by Haff.

Getting started

Package details

AuthorBrett Naul <[email protected]>
MaintainerBrett Naul <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stcov")

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stcov documentation built on May 1, 2019, 6:39 p.m.