ShrinkCovMat

2.1.0

Shrinkage Covariance Matrix Estimators

0packages depend

3.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Anestis TouloumisFirst published 2014-04-1711 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ShrinkCovMat")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

pak::pak("AnestisTouloumis/ShrinkCovMat")

Development version from AnestisTouloumis/ShrinkCovMat. Requires the pak package.

Release

# one-time r2u setup for Ubuntu (noble)

curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash

# then install

sudo apt install r-cran-shrinkcovmat

Fast Ubuntu binaries via r2u (no compilation). Run the setup once per machine.

bspm (used by r2u) also needs make: sudo apt install make

sudo dnf copr enable iucar/cran

sudo dnf install R-CRAN-ShrinkCovMat

RPMs from the iucar/cran COPR, rebuilt from CRAN.

sudo zypper install R-ShrinkCovMat

RPMs auto-built from CRAN on openSUSE OBS.

Health

CRAN checks

13OK

Code health

Yes

Tests · ratio 0.80

not tracked

Coverage

100%

Documentation · exports

Yes

Vignettes

README

Dependencies · direct

Check history

OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

3.2K

CRAN downloads in the past year

Rank #13,632 · ~9/day · ~264/mo

35730 days

79290 days

3.2K1 year

Also on415 r2u30 autocran

Source & community

GitHub ↗

Repository stars, issues, and contributor activity are not tracked yet.

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (1)

Rcpp

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (4)

covr knitr rmarkdown testthat

Enhances (0)

none

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code

1,830Lines of code

5Exported functions

Code & tests

Open call graph →

Code intelligence has not been computed for this package yet.

People & History

People (1)

Maintainer (1)

Anestis Touloumis iD

Author, Maintainer

Release timeline

11 releases. Pick two to compare their code metrics; R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.1.0Latest
2025-10-06 · current release
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.4.0
2019-07-30 · diff ↗
1.3.0
2019-07-25 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.2.0
2017-07-11 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.1.2
2016-05-22 · diff ↗
R
R 3.3.0 released · 2016-05-03

Show 7 earlier events

1.1.1
2015-09-08 · diff ↗
R
R 3.2.0 released · 2015-04-16
1.1.0
2015-01-08 · diff ↗
1.0.3
2014-11-03 · diff ↗
1.0.2
2014-10-20 · diff ↗
1.0.1
2014-08-12 · diff ↗
1.0.0
2014-04-17

Package metadata

First published: 2014-04-17
Total releases: 11 / 12 yrs
License: GPL-2 | GPL-3 OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet