Package: ShrinkCovMat 2.1.0

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:Anestis Touloumis [aut, cre]

ShrinkCovMat_2.1.0.tar.gz
ShrinkCovMat_2.1.0.tar.gz(r-4.7-arm64)ShrinkCovMat_2.1.0.tar.gz(r-4.7-x86_64)ShrinkCovMat_2.1.0.tar.gz(r-4.6-arm64)ShrinkCovMat_2.1.0.tar.gz(r-4.6-x86_64)
ShrinkCovMat_2.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • colon - Colon Cancer Dataset

On CRAN:

Conda:

openblascppopenmp

2.28 score 19 scripts 233 downloads 5 exports 2 dependencies

Last updated from:8700cc26bb. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK126
linux-devel-x86_64OK132
source / vignettesOK247
linux-release-arm64OK229
linux-release-x86_64OK134
wasm-releaseOK121

Exports:shrinkcovmatshrinkcovmat.equalshrinkcovmat.identityshrinkcovmat.unequaltargetselection

Dependencies:RcppRcppArmadillo

Linear Shrinkage of Covariance Matrices

Rendered fromShrink_Covariance_Matrix.Rmdusingknitr::rmarkdownon Jun 13 2026.

Last update: 2025-10-06
Started: 2025-10-06