Shrinkage Covariance Matrix Estimators


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Documentation for package ‘ShrinkCovMat’ version 2.1.0

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ShrinkCovMat-package Shrinkage Covariance Matrix Estimators
colon Colon Cancer Dataset
ShrinkCovMat Shrinkage Covariance Matrix Estimators
shrinkcovmat Linear Shrinkage of the Sample Covariance
targetselection Target Matrix Selection