Files in TVMVP

Time-Varying Minimum Variance Portfolio

NEWS.md README.md R/localPOET.R R/R6methods.R R/hypothesis_testing.R R/R6rollingmvp.R R/helper_fun.R R/TVMVP.R R/R6class.R R/R6tvcov.R R/residuals.R R/kernel_functions.R R/bandwidth.R R/pca_function.R R/globals.R R/R6prediction.R R/R6hypothesis_testing.R R/forecasting_functions.R inst/doc/thesis.pdf inst/doc/TVMVP_overview.R inst/doc/thesis.R inst/doc/TVMVP_overview.Rmd inst/doc/thesis.Rmd tests/testthat.R tests/testthat/test-time_varying_cov.R tests/testthat/test-predict_portfolio.R tests/testthat/test-rolling_time_varying_mvp.R vignettes/thesis_body.pdf vignettes/TVMVP_overview.Rmd vignettes/thesis.Rmd man/expanding_tvmvp.Rd man/compute_B_pT.Rd man/two_fold_convolution_kernel.Rd man/hyptest.Rd man/residuals.Rd man/TVMVP.Rd man/compute_V_pT.Rd man/get_object_size.Rd man/sqrt_matrix.Rd man/epanechnikov_kernel.Rd man/compute_M_hat.Rd man/predict_portfolio.Rd man/localPCA.Rd man/boundary_kernel.Rd man/local_pca.Rd man/adaptive_poet_rho.Rd man/TVMVP-package.Rd man/compute_sigma_0.Rd man/silverman.Rd man/determine_factors.Rd man/time_varying_cov.Rd man/estimate_residual_cov_poet_local.Rd man/comp_expected_returns.Rd