LiYanStat/fingerprinting: Tools of Regularized Optimal Fingerprinting and Shrinkage Estimators of Covariance Matrix
Version 0.1-12

Conduct Regularized optimal fingerprinting via GLS and generalized TLS for climate change detection. Point and interval estimator for scaling factors under GLS and TLS. Provide shrinkage estimators from Ledoit&Wolf 2004 and Ledoit&Wolf 2017 .

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.1-12
URL https://github.com/LiYanStat/fingerprinting
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("LiYanStat/fingerprinting")
LiYanStat/fingerprinting documentation built on May 31, 2018, 3:32 a.m.