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SHIP  

Shrinkage Covariance Incorporating Prior Knowledge
View on CRAN: Click here


Download and install SHIP package within the R console
Install from CRAN:
install.packages("SHIP")

Install from Github:
library("remotes")
install_github("cran/SHIP")

Install by package version:
library("remotes")
install_version("SHIP", "2.0.3")



Attach the package and use:
library("SHIP")
Maintained by
Vincent Guillemot
[Scholar Profile | Author Map]
First Published: 2010-05-05
Latest Update: 2025-03-22
Description:
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>.
How to cite:
Vincent Guillemot (2010). SHIP: Shrinkage Covariance Incorporating Prior Knowledge. R package version 2.0.3, https://cran.r-project.org/web/packages/SHIP. Accessed 13 Apr. 2025.
Previous versions and publish date:
1.0.0 (2010-05-05 10:08), 1.0.1 (2012-10-29 08:57), 1.0.2 (2013-12-23 15:17)
Other packages that cited SHIP R package
View SHIP citation profile
Other R packages that SHIP depends, imports, suggests or enhances
Complete documentation for SHIP
Functions, R codes and Examples using the SHIP R package
Full SHIP package functions and examples
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