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: 2016-04-11 21:51:34 UTC; Pratik
Author: Pratik Ramprasad [aut, cre]
Maintainer: Pratik Ramprasad <pratik.ramprasad@gmail.com>
Repository: CRAN
Date/Publication: 2016-04-12 00:55:21
Built: R 4.6.0; ; 2026-04-25 20:46:44 UTC; unix
