R/covshrink.R

In LeonardMK/covshrink: Estimate the shrinkage covariance by Ledoit and Wolf (2003)

#' @title covshrink: The package computes the shrinked covariance matrix
#' proposed by Ledoit and Wolfe (2003).
#'
#' Currently the package exports only a single function:
#' cov_shrink
#'
#' @section covshrink functions:
#' The foo functions ...
#'
#' @docType package
#' @name covshrink
#'
#' @importFrom magrittr %>%
NULL
#> NULL