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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 'ShrinkCovMat' in publications, please use:

Touloumis A. (2015). “Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings.” Computational Statistics & Data Analysis, 83, 251-261. https://doi.org/10.1016/j.csda.2014.10.018.

Corresponding BibTeX entry: 

  @Article{,
    title = {Nonparametric Stein-type Shrinkage Covariance Matrix
      Estimators in High-Dimensional Settings},
    author = {{Touloumis A.}},
    year = {2015},
    journal = {Computational Statistics & Data Analysis},
    volume = {83},
    pages = {251-261},
    url = {https://doi.org/10.1016/j.csda.2014.10.018},
  }

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.