Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 1.4.0
Authors@R: person("Anestis", "Touloumis", role = c("aut", "cre"),
                      email = "A.Touloumis@brighton.ac.uk",
                      comment = c(ORCHID = "0000-0002-5965-1639"))
Description: 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.
License: GPL-2 | GPL-3
Depends: R (>= 2.10)
LazyData: true
NeedsCompilation: yes
Encoding: UTF-8
URL: http://github.com/AnestisTouloumis/ShrinkCovMat
BugReports: http://github.com/AnestisTouloumis/ShrinkCovMat/issues
RoxygenNote: 6.1.1
Suggests: testthat (>= 2.1.0), covr
Imports: Rcpp (>= 1.0.1)
LinkingTo: Rcpp, RcppArmadillo
Packaged: 2019-07-30 07:30:02 UTC; at539
Author: Anestis Touloumis [aut, cre] (0000-0002-5965-1639)
Maintainer: Anestis Touloumis <A.Touloumis@brighton.ac.uk>
Repository: CRAN
Date/Publication: 2019-07-30 08:30:02 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 07:03:31 UTC; windows
Archs: i386, x64
