condreg | Compute the condition number with given penalty parameter |
crbulk | Computes multiple solutions |
datasnp | Standard & Poors index |
kgrid | Return a vector of grid of penalties for cross-validation |
ml_solver | Compute shrinkage of eigenvalues for condreg |
path_backward | Compute optimal u of Lemma 1 in JRSSB paper using the... |
path_forward | Compute optimal u of Lemma 1 in JRSSB paper using the forward... |
pfweights | Compute optimal portfolio weights |
R | Weekly stock price data |
select_condreg | Compute the best condition number regularized based based on... |
select_kmax | Selection of penalty parameter based on cross-validation |
transcost | Compute transaction cost |
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