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ShrinkCovMat
shrinkcovmat
shrinkcovmat function
Linear Shrinkage of the Sample Covariance
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ShrinkCovMat package
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Maintainer: Anestis Touloumis
License: GPL-2 | GPL-3
Last published: 2025-10-06
Useful links
https://github.com/AnestisTouloumis/ShrinkCovMat/issues
https://github.com/AnestisTouloumis/ShrinkCovMat