CRAN

nlshrink 1.0.1

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

Released Apr 12, 2016 by Pratik Ramprasad

This package can be loaded by Renjin but 4 out 6 tests failed.

Dependencies

nloptr 1.0.4 MASS 7.3-45

Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>nlshrink</artifactId>
    <version>1.0.1-b10</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:nlshrink')

Test Results

This package was last tested against Renjin 0.8.2215 on Sep 9, 2016.

Source

R

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Release History