Stein's Covariance Estimator

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


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Reference manual

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install.packages("stcov")

0.1.0 by Brett Naul, 3 years ago


Browse source code at https://github.com/cran/stcov


Authors: Brett Naul <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Suggests testthat


See at CRAN