This package is considered a duplicate. The official version of this package is found at:https://anestistouloumis.r-universe.dev/ShrinkCovMat
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 | Dec 22 2024 |
| R-4.5-linux-x86_64 | NOTE | Dec 22 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 |
