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 <brettnaul@gmail.com>
MaintainerBrett Naul <brettnaul@gmail.com>
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")

Try the stcov package in your browser

Any scripts or data that you put into this service are public.

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