Package: ShrinkCovMat 1.4.0
Anestis Touloumis
ShrinkCovMat: Shrinkage Covariance Matrix Estimators
Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.
Authors:
ShrinkCovMat_1.4.0.tar.gz
ShrinkCovMat_1.4.0.tar.gz(r-4.5-noble)ShrinkCovMat_1.4.0.tar.gz(r-4.4-noble)
ShrinkCovMat_1.4.0.tgz(r-4.4-emscripten)ShrinkCovMat_1.4.0.tgz(r-4.3-emscripten)
ShrinkCovMat.pdf |ShrinkCovMat.html✨
ShrinkCovMat/json (API)
NEWS
| # Install 'ShrinkCovMat' in R: |
| install.packages('ShrinkCovMat', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/anestistouloumis/shrinkcovmat/issues
Uses libs:
Datasets:
- colon - Colon Cancer Dataset
Last updated 5 years agofrom:7e8e7c33e6. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 23 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 23 2024 |
Exports:shrinkcovmat.equalshrinkcovmat.identityshrinkcovmat.unequaltargetselection
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Shrinkage Covariance Matrix Estimators | ShrinkCovMat-package ShrinkCovMat _PACKAGE |
| Colon Cancer Dataset | colon |
| Shrinking the Sample Covariance Matrix Towards a Sphericity Matrix | shrinkcovmat.equal |
| Shrinking the Sample Covariance Matrix Towards the Identity Matrix | shrinkcovmat.identity |
| Shrinking the Sample Covariance Matrix Towards a Diagonal Matrix with Diagonal Elements the Sample Variances. | shrinkcovmat.unequal |
| Target Matrix Selection | targetselection |
