Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

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Documentation for package ‘nlshrink’ version 1.0.1

• DESCRIPTION file.

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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.