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r-nlshrink

Description

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices.

Description
cran.r-project.org
Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
Metadata

Version

1.0.1

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/nlshrink/

Platforms (75)

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    FreeBSD
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