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

Documentation

Manual: stcov.pdf
Vignette: None available.

Maintainer: Brett Naul <brettnaul at gmail.com>

Author(s): Brett Naul <brettnaul at gmail.com>

Install package and any missing dependencies by running this line in your R console:

install.packages("stcov")

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Package stcov
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Version 0.1.0
Published 2016-04-13
License GPL (>= 2)
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NeedsCompilation no
Citation
CRAN checks stcov check results
Package source stcov_0.1.0.tar.gz