Stein's Covariance Estimator

Estimates a covariance matrix using Stein's isotonized covariance estimator, or a related estimator suggested by Haff.


Reference manual

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0.1.0 by Brett Naul, 6 years ago

Browse source code at

Authors: Brett Naul <[email protected]>

Documentation:   PDF Manual  

GPL (>= 2) license

Suggests testthat

See at CRAN