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cvCovEst
nlShrinkLWEst
nlShrinkLWEst function
Analytical Non-Linear Shrinkage Estimator
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cvCovEst package
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Maintainer: Philippe Boileau
License: MIT + file LICENSE
Last published: 2024-02-17
Useful links
https://github.com/PhilBoileau/cvCovEst/issues
https://github.com/PhilBoileau/cvCovEst