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depscope/cran/ShrinkCovMat

ShrinkCovMat

cranv2.1.0

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.

License GPL-2 | GPL-30 versions1 maintainers1 deps100 weekly dl
AnestisTouloumis/ShrinkCovMat
37
/ 100
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use with caution

[email protected] low health (37/100) — consider alternatives

  • Low health score (37/100)
Health breakdown0 – 100
10/25
maintenance
0/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

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Rcpp
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First published · 2025-10-06 20:52:40

Last updated · 2025-10-06T19:40:02+00:00

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