Shrinkage Covariance Matrix Estimators
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Documentation for package ‘ShrinkCovMat’ version 1.4.0
Help Pages
| ShrinkCovMat-package | Shrinkage Covariance Matrix Estimators |
| colon | Colon Cancer Dataset |
| ShrinkCovMat | Shrinkage Covariance Matrix Estimators |
| shrinkcovmat.equal | Shrinking the Sample Covariance Matrix Towards a Sphericity Matrix |
| shrinkcovmat.identity | Shrinking the Sample Covariance Matrix Towards the Identity Matrix |
| shrinkcovmat.unequal | Shrinking the Sample Covariance Matrix Towards a Diagonal Matrix with Diagonal Elements the Sample Variances. |
| targetselection | Target Matrix Selection |
| _PACKAGE | Shrinkage Covariance Matrix Estimators |