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Implements estimation methods for shrinkage covariance matrices using user-specified covariance targets. The covariance target is a structured matrix towards which the unbiased sample covariance is shrunk, optionally incorporating prior knowledge. Shrinkage intensity is computed analytically. The method is described and applied to microarray gene expression data in Jelizarow et al. (2010) <doi:10.1093/bioinformatics/btq323>.
Version: | 2.0.3 |
Imports: | stats |
Published: | 2025-03-22 |
DOI: | 10.32614/CRAN.package.SHIP |
Author: | Vincent Guillemot [aut, cre], Monika Jelizarow [aut] |
Maintainer: | Vincent Guillemot <vincent.guillemot at pasteur.fr> |
BugReports: | https://github.com/vguillemot/SHIP/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/vguillemot/SHIP |
NeedsCompilation: | no |
Citation: | SHIP citation info |
Materials: | README |
CRAN checks: | SHIP results |
Reference manual: | SHIP.pdf |
Package source: | SHIP_2.0.3.tar.gz |
Windows binaries: | r-devel: SHIP_2.0.3.zip, r-release: SHIP_2.0.3.zip, r-oldrel: SHIP_2.0.3.zip |
macOS binaries: | r-devel (arm64): SHIP_2.0.3.tgz, r-release (arm64): SHIP_2.0.3.tgz, r-oldrel (arm64): SHIP_2.0.3.tgz, r-devel (x86_64): SHIP_2.0.3.tgz, r-release (x86_64): SHIP_2.0.3.tgz, r-oldrel (x86_64): SHIP_2.0.3.tgz |
Old sources: | SHIP archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.