Estimates a covariance matrix using Stein's isotonized covariance
estimator, or a related estimator suggested by Haff.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Brett Naul, 5 years ago
Browse source code at
Brett Naul <[email protected]>
GPL (>= 2)
See at CRAN