Package: ShrinkCovMat
Type: Package
Title: Shrinkage Covariance Matrix Estimators
Version: 2.1.0
Description: Provides nonparametric Steinian shrinkage estimators of the covariance matrix that are suitable in high dimensional settings, that is when the number of variables is larger than the sample size.
License: GPL-2 | GPL-3
Depends: R (>= 2.10)
LazyData: true
NeedsCompilation: yes
Encoding: UTF-8
URL: https://github.com/AnestisTouloumis/ShrinkCovMat
BugReports: https://github.com/AnestisTouloumis/ShrinkCovMat/issues
RoxygenNote: 7.3.3
Suggests: covr, knitr, rmarkdown, testthat (>= 2.1.0)
Imports: Rcpp (>= 1.0.1)
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
Authors@R: 
    person("Anestis",
           "Touloumis", ,
           "A.Touloumis@brighton.ac.uk",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0002-5965-1639")
           )
Packaged: 2025-10-06 20:09:27 UTC; anestis
Author: Anestis Touloumis [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-5965-1639>)
Maintainer: Anestis Touloumis <A.Touloumis@brighton.ac.uk>
Repository: CRAN
Date/Publication: 2025-10-06 20:40:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 03:17:32 UTC; unix
Archs: ShrinkCovMat.so.dSYM
