po.covShrink: Perform Shrinkage-Based Portfolio Optimization
In REN: Regularization Ensemble for Robust Portfolio Optimization
po.covShrink R Documentation
Perform Shrinkage-Based Portfolio Optimization
Description
This function uses covariance shrinkage techniques for portfolio optimization.
Usage
po.covShrink(y0, x0)
Arguments
y0
A numeric vector of response values.
x0
A numeric matrix of predictors.
Value
A numeric vector of optimized portfolio weights.
REN documentation built on Oct. 10, 2024, 5:06 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| po.covShrink | R Documentation |
Perform Shrinkage-Based Portfolio Optimization
Description
This function uses covariance shrinkage techniques for portfolio optimization.
Usage
po.covShrink(y0, x0)
Arguments
y0 |
A numeric vector of response values. |
x0 |
A numeric matrix of predictors. |
Value
A numeric vector of optimized portfolio weights.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.