   <h1>Ledoit-Wolf Linear Shrinkage Estimator</h1>
    <small class="dont-index">Source: <a href="https://github.com/PhilBoileau/cvCovEst/blob/HEAD/R/estimators.R" class="external-link"><code>R/estimators.R</code></a></small>
    <div class="hidden name"><code>linearShrinkLWEst.Rd</code></div>
    </div>

    <div class="ref-description">
    <p><code>linearShrinkLWEst()</code> computes an asymptotically optimal
convex combination of the sample covariance matrix and the identity matrix.
This convex combinat