nlshrink

1.0.1

Non-Linear Shrinkage Estimation of Population Eigenvalues and Covariance Matrices

3packages depend

4Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Pratik RamprasadFirst published 2016-04-121 releasesCRAN page ↗

Non-linear shrinkage estimation of population eigenvalues and covariance matrices, based on publications by Ledoit and Wolf (2004, 2015, 2016).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("nlshrink", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-nlshrink

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-nlshrink

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-nlshrink

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.2 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

None

Vignettes

README

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

CRAN downloads in the past year

Rank #11,367 · ~11/day · ~331/mo

nlshrink Source Releases R versions

Daily download trend is not available in this view yet.

33530 days

93990 days

4K1 year

Compare downloads with other packages →

Also on104 r2u15 autocran

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (1)

R >= 3.2.3

Imports (4)

statsMASSnloptrgraphics

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

xdcclarge GGMncv GeometricMorphometricsMix

Code & Tests

Code Composition

R 883 (71%)Rd 352 (29%)

Code characteristics

Cyclomatic complexity: 4.0 median / 21 max
Documented parameters: 100%

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

10 7 exported

Complexity

5.8 avg / 21 max

Call network

10 nodes / 10 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Pratik Ramprasad

Author, Maintainer

Authors (1)

Pratik Ramprasad

Author, Maintainer

Release timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.0.1Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2016-04-12
Total releases: 1 / 10 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.2.3
Download size: 13 KB
Installed size: not tracked yet
With dependencies: not tracked yet