# Estimate the shrinkage correlation matrix using the corpcor
# The delta parameter found by this package is supposed to be
# the optimum one. This parameter controls the level of shrinkage
# between the unbiased estimate of the correlation matrix, cor( V ),
# and the identity matrix.
# Generate shrinkage correlation matrix, R.sh
R.sh <- corpcor::cor.shrink( V )
# Convert R.sh into class matrix
R.sh <- cbind( R.sh )
# Save shrinkage correlation matrix estimate
devtools::use_data( R.sh )
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