To cite package ‘nlshrink’ in publications use:

Ramprasad P (2022). nlshrink: Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices. R package version 1.0.1, https://github.com/pratik-r/nlshrink.

Corresponding BibTeX entry:

  @Manual{,
    title = {nlshrink: Non-Linear Shrinkage Estimation of Population
      Eigenvalues and Covariance Matrices},
    author = {Pratik Ramprasad},
    year = {2022},
    note = {R package version 1.0.1},
    url = {https://github.com/pratik-r/nlshrink},
  }