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ShrinkCovMat
shrinkcovmat.identity-deprecated
shrinkcovmat.identity-deprecated function
Shrinking the Sample Covariance Matrix Towards the Identity Matrix
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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