# Shrinkage Covariance Matrix Estimators

## Documentation for package ‘ShrinkCovMat’ version 1.4.0

- DESCRIPTION file.
- Package NEWS.

## Help Pages

ShrinkCovMat-package | Shrinkage Covariance Matrix Estimators
colon | Colon Cancer Dataset
ShrinkCovMat | Shrinkage Covariance Matrix Estimators
shrinkcovmat.equal | Shrinking the Sample Covariance Matrix Towards a Sphericity Matrix
shrinkcovmat.identity | Shrinking the Sample Covariance Matrix Towards the Identity Matrix
shrinkcovmat.unequal | Shrinking the Sample Covariance Matrix Towards a Diagonal Matrix with Diagonal Elements the Sample Variances.
targetselection | Target Matrix Selection
_PACKAGE | Shrinkage Covariance Matrix Estimators