Hi,Can anyone point me to an implementation in R of the oracle approximating shrinkage technique for covariance matrices? Rseek, Google, etc. aren't turning anything up for me.
Thanks in advance, Matt Considine ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
