def shrinkage_cov(r, delta=0.5, **kwargs):
    '\n    Covariance estimator that shrinks between the Sample Covariance and the Constant Correlation Estimators\n    '
    prior = cc_cov(r, **kwargs)
    sample = sample_cov(r, **kwargs)
    return ((delta * prior) + ((1 - delta) * sample))
Covariance estimator that shrinks between the Sample Covariance and the Constant Correlation Estimators
def shrinkage_cov(r, delta=0.5, **kwargs):
    '\n    \n    '
    prior = cc_cov(r, **kwargs)
    sample = sample_cov(r, **kwargs)
    return ((delta * prior) + ((1 - delta) * sample))