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")
           )
Repository: https://anestistouloumis.r-universe.dev
Date/Publication: 2026-03-17 15:56:37 UTC
RemoteUrl: https://github.com/anestistouloumis/shrinkcovmat
RemoteRef: HEAD
RemoteSha: 5467664f68cd73d39c8e0c13f3a9461c9d80430d
Packaged: 2026-07-15 05:50:52 UTC; root
Author: Anestis Touloumis [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-5965-1639>)
Maintainer: Anestis Touloumis <A.Touloumis@brighton.ac.uk>