Description Usage Arguments Details Value
Functions adds shrunk sigma estimates using lediot and wolf shrinkage
estimator appraoch. See cov.shrink
1 | add_shrink_sigma(eobj, ...)
|
eobj |
estimates object |
... |
additional arguments to pass to function |
Default behavior is to estimate lambda and lambda.var empricially. These can lead to strong shrinkage estimates. Manual values can be provided to both ranges between [0,1]
updated estimates object
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