Package: nlshrink
Type: Package
Title: Non-Linear Shrinkage Estimation of Population Eigenvalues and
        Covariance Matrices
Version: 1.0.1
Date: 2016-04-11
Depends: R (>= 3.2.3)
Authors@R: person("Pratik", "Ramprasad", email = "pratik.ramprasad@gmail.com",
                  role = c("aut", "cre"))
Description: Non-linear shrinkage estimation of population eigenvalues
        and covariance matrices, based on publications by Ledoit and
        Wolf (2004, 2015, 2016).
License: GPL-3
Imports: stats (>= 3.2.3), MASS (>= 7.3-45), nloptr (>= 1.0.4),
        graphics (>= 3.2.3)
RoxygenNote: 5.0.1
ByteCompile: TRUE
NeedsCompilation: no
Packaged: 2026-10-11 15:12:44 UTC; root
Author: Pratik Ramprasad [aut, cre]
Maintainer: Pratik Ramprasad <pratik.ramprasad@gmail.com>
Config/pak/sysreqs: cmake
Repository: https://pratik-r.r-universe.dev
Date/Publication: 2022-12-23 16:48:40 UTC
RemoteUrl: https://github.com/pratik-r/nlshrink
RemoteRef: HEAD
RemoteSha: 6d8c0ba1e1464e5f5f415af52ae9cc1598a0b219