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Published 20 hours ago • verified publisher icon kkdey
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R package for adaptive correlation and covariance matrix shrinkage.

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Question about options

Hi Kushal - This is a really great method. I had a couple questions regarding the different options available: 1) For Spearman correlations, can I input the rho and n...

kayserb avatar kayserb

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verified publisher icon kkdey

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R package for adaptive correlation and covariance matrix shrinkage.

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