R: Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

# Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

## Documentation for package ‘nlshrink’ version 1.0.1

- DESCRIPTION file.

## Help Pages

nlshrink-package | Package
ESD | Compute the empirical spectral distribution (ESD) for a set of population eigenvalues
lambda_estimate | Generate sample eigenvalues from population eigenvalues
linshrink | Linear-shrinkage estimator of population eigenvalues.
linshrink_cov | Linear-shrinkage estimator of population covariance matrix.
nlshrink | Package
nlshrink_cov | Non-linear shrinkage estimator of population covariance matrix.
nlshrink_demo | Demonstration of non-linear shrinkage estimator of population eigenvalues
tau_estimate | Non-linear shrinkage estimator of population eigenvalues.