Files in LeonardMK/covshrink
Estimate the shrinkage covariance by Ledoit and Wolf (2003)

.Rbuildignore

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DESCRIPTION

LICENSE

NAMESPACE

R/cov_shrink.R R/covshrink.R R/gamma_hat.R R/pairwise_obs.R R/pi_nu_hat.R R/structured_cov.R

covshrink.Rproj

man/cov_shrink.Rd man/covshrink.Rd man/gamma_hat.Rd man/pairwise_obs.Rd man/pi_nu_hat.Rd man/structured_cov.Rd tests/testthat.R tests/testthat/test-cov_shrink.R tests/testthat/test-gamma_hat.R tests/testthat/test-pairwise_obs.R tests/testthat/test-pi_nu_hat.R tests/testthat/test-structured_cov.R tests/testthat/test-structured_estimator.R

LeonardMK/covshrink documentation built on Dec. 18, 2021, 4:33 a.m.

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