nlshrink
Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices
Description
Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).
Downloads
323
Last 30 days
13999th
934
Last 90 days
4K
Last year
Trend: +10.6% (30d vs prior 30d)
0
Last 30 days
27
Last 90 days
104
Last year
Trend: -100% (30d vs prior 30d)
6
Last 7 days
14
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
R code for possible problems
Incorrect (un)loading of package shared object. Fatal error: cannot create 'R_TempDir' The system-specific extension for shared objects must not be added. See ?library.dynam.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
1,235
Files
19
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
7
Internal functions
3
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
85.7%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
100%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.2.3
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2016-04-12
Latest release
2016-04-12
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Reverse Dependencies (3)
imports
suggests
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Apr 12, 2016. Releases before tracking aren’t shown.