add_shrink_sigma: Add Calculated Sample Sigma to Estimates

Description Usage Arguments Details Value

View source: R/Estimates.R

Description

Functions adds shrunk sigma estimates using lediot and wolf shrinkage estimator appraoch. See cov.shrink

Usage

1

Arguments

eobj

estimates object

...

additional arguments to pass to function

Details

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]

Value

updated estimates object


chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.