SHrinkage covariance Incorporating Prior knowledge
Description
The SHIP-package allows the estimation of various types of
shrinkage covariance matrices. These types differ in terms of
the so-called covariance target (to be chosen by the user), the
highly structured matrix which the standard unbiased sample
covariance matrix is shrunken towards and which optionally
incorporates prior biological knowledge extracted from the
database KEGG. The shrinkage intensity is obtained via an
analytical procedure.