stcov: Stein's Covariance Estimator

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

AuthorBrett Naul <brettnaul@gmail.com>
Date of publication2016-04-13 21:35:23
MaintainerBrett Naul <brettnaul@gmail.com>
LicenseGPL (>= 2)
Version0.1.0

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Files

stcov
stcov/tests
stcov/tests/testthat.R
stcov/tests/testthat
stcov/tests/testthat/test_stcov.R
stcov/NAMESPACE
stcov/R
stcov/R/stcov.R
stcov/MD5
stcov/DESCRIPTION
stcov/man
stcov/man/haff_eig.Rd stcov/man/haff_cov.Rd stcov/man/iso_eig.Rd stcov/man/iso_cov.Rd stcov/man/stein_eig.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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