covEB-package: Empirical Bayes estimate of block diagonal covariance...
In covEB: Empirical Bayes estimate of block diagonal covariance matrices
Description
Using bayesian methods to estimate correlation matrices
assuming that they can be written and estimated as block
diagonal matrices. These block diagonal matrices are determined
using shrinkage parameters that values below this parameter to
zero.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
The function for this package is EBsingle that calculates an empirical Bayes estimate of a given covariance matrix assuming that is has a block diagonal structure.
Author(s)
C. Pacini
Maintainer: C. Pacini <clarepacini@gmail.com>
covEB documentation built on Nov. 8, 2020, 8:25 p.m.
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Description
Using bayesian methods to estimate correlation matrices assuming that they can be written and estimated as block diagonal matrices. These block diagonal matrices are determined using shrinkage parameters that values below this parameter to zero.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
The function for this package is EBsingle that calculates an empirical Bayes estimate of a given covariance matrix assuming that is has a block diagonal structure.
Author(s)
C. Pacini
Maintainer: C. Pacini <clarepacini@gmail.com>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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