SHIP: Shrinkage Covariance Incorporating Prior Knowledge

Implements estimation methods for shrinkage covariance matrices using user-specified covariance targets. The covariance target is a structured matrix towards which the unbiased sample covariance is shrunk, optionally incorporating prior knowledge. Shrinkage intensity is computed analytically. The method is described and applied to microarray gene expression data in Jelizarow et al. (2010) <doi:10.1093/bioinformatics/btq323>.

Version: 2.0.3
Imports: stats
Published: 2025-03-22
DOI: 10.32614/CRAN.package.SHIP
Author: Vincent Guillemot [aut, cre], Monika Jelizarow [aut]
Maintainer: Vincent Guillemot <vincent.guillemot at pasteur.fr>
BugReports: https://github.com/vguillemot/SHIP/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/vguillemot/SHIP
NeedsCompilation: no
Citation: SHIP citation info
Materials: README
CRAN checks: SHIP results

Documentation:

Reference manual: SHIP.pdf

Downloads:

Package source: SHIP_2.0.3.tar.gz
Windows binaries: r-devel: SHIP_2.0.3.zip, r-release: SHIP_2.0.3.zip, r-oldrel: SHIP_2.0.3.zip
macOS binaries: r-devel (arm64): SHIP_2.0.3.tgz, r-release (arm64): SHIP_2.0.3.tgz, r-oldrel (arm64): SHIP_2.0.3.tgz, r-devel (x86_64): SHIP_2.0.3.tgz, r-release (x86_64): SHIP_2.0.3.tgz, r-oldrel (x86_64): SHIP_2.0.3.tgz
Old sources: SHIP archive

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