nlshrink: Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

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

Version:	1.0.1
Depends:	R (≥ 3.2.3)
Imports:	stats (≥ 3.2.3), MASS (≥ 7.3-45), nloptr (≥ 1.0.4), graphics (≥ 3.2.3)
Published:	2016-04-12
DOI:	10.32614/CRAN.package.nlshrink
Author:	Pratik Ramprasad [aut, cre]
Maintainer:	Pratik Ramprasad <pratik.ramprasad at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	nlshrink results

Documentation:

Reference manual:

nlshrink.pdf

Downloads:

Package source:	nlshrink_1.0.1.tar.gz
Windows binaries:	r-devel: nlshrink_1.0.1.zip, r-release: nlshrink_1.0.1.zip, r-oldrel: nlshrink_1.0.1.zip
macOS binaries:	r-release (arm64): nlshrink_1.0.1.tgz, r-oldrel (arm64): nlshrink_1.0.1.tgz, r-release (x86_64): nlshrink_1.0.1.tgz, r-oldrel (x86_64): nlshrink_1.0.1.tgz

Reverse dependencies:

Reverse imports:	xdcclarge
Reverse suggests:	GGMncv

Linking:

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