项目描述 ：
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.

高级语言： R

项目主页： https://CRAN.R-project.org/package=ShrinkCovMat

项目地址: git://github.com/AnestisTouloumis/ShrinkCovMat.git

创建时间： 2017-06-12T14:22:11Z
项目社区：https://github.com/AnestisTouloumis/ShrinkCovMat
开源协议：
下载