R package for adaptive correlation and covariance matrix shrinkage.
-
Updated
Jan 23, 2019 - R
R package for adaptive correlation and covariance matrix shrinkage.
Add a description, image, and links to the covariance-shrinkage topic page so that developers can more easily learn about it.
To associate your repository with the covariance-shrinkage topic, visit your repo's landing page and select "manage topics."