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  1. lrcfs-stats-reference-book lrcfs-stats-reference-book Public

    The code repository for the LRCFS statistics reference book.

    JavaScript

  2. TAS TAS Public

    Target-Averaged linear Shrinkage R-package (dev version)

    R 2

  3. pcaNet pcaNet Public

    Probabilistic principal components analysis for covariance matrix estimation and network reconstruction R-package (dev version)

    R 2 1

  4. TAS-paper-code TAS-paper-code Public

    The code reposity for the paper 'Shrinkage estimation of large covariance matrices using multiple shrinkage targets.'

    R 1