stcov: Stein's Covariance Estimator
Version 0.1.0

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]>
Date of publication2016-04-13 21:35:23
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 29, 2017, 9:14 a.m.