"Estimation of a common covariance matrix for multiple classes
            with applications in meta- and discriminant analysis"

To reproduce the article, download the compressed zip file and run the RCM.Rnw via knit function in the knitr package.
One way to do so is to cd to the directory and run

       Rscript -e "knitr::knit('RCM.Rnw')"

from the command line. Afterwards the generated LaTeX (.tex) document can be complied.

The RCM.R document serves as both a standalone script and the code run via
the RCM.Rnw document. To reproduce the numerical results only run:

       Rscript RCM.R

from the command line.

Questions can be directed to: abilgrau (at) math.aau.dk