Man pages for FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance

bandingBanding Opreator on Covariance Matrix
banding.cvSelect Tuning Parameter for Banding Covariance Matrix by CV
FinCovRegularizationFinCovRegularization: Covariance Matrix Estimation and...
F.norm2The Squared Frobenius Norm
FundamentalFactor.CovCovariance Matrix Estimation by Fundamental Factor Model
GMVPGlobal Minimum Variance Portfolio
hard.thresholdingHard-Thresholding Opreator on Covariance Matrix
Ind.CovIndependence opreator on Covariance Matrix
MacroFactor.CovCovariance Matrix Estimation by Macroeconomic Factor Model
m.excess.c10sp900310 stock and S&P 500 excess returns
O.norm2The Squared Operator Norm
plot.CovCvplot CovCv object
print.CovCvprint CovCv object
RiskParityRisk Parity Portfolio
soft.thresholdingSoft-Thresholding Opreator on Covariance Matrix
StatFactor.CovCovariance Matrix Estimation by Statistical Factor Model
summary.CovCvDisplay a useful description of a CovCv object
taperingTapering Opreator on Covariance Matrix
tapering.cvSelect Tuning Parameter for Tapering Covariance Matrix by CV
threshold.cvSelect Tuning Parameter for Thresholding Covariance Matrix by...
threshold.minMinimum threshold constant
FinCovRegularization documentation built on May 29, 2017, 11:47 a.m.