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If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

To cite the R package 'ShrinkCovMat' in publications, please use:

Anestis Touloumis (2015). “Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings.” Computational Statistics & Data Analysis, 83, 251–261.

Corresponding BibTeX entry: 

  @Article{,
    title = {Nonparametric Stein-type Shrinkage Covariance Matrix
      Estimators in High-Dimensional Settings},
    author = {{Anestis Touloumis}},
    year = {2015},
    journal = {Computational Statistics & Data Analysis},
    volume = {83},
    pages = {251--261},
  }

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.