compute_sigma_0: Compute Sigma_0 p.93 Su and Wang (2017).
In TVMVP: Time-Varying Minimum Variance Portfolio
compute_sigma_0 R Documentation
Compute Sigma_0 p.93 Su and Wang (2017).
Description
Compute Sigma_0 p.93 Su and Wang (2017).
Usage
compute_sigma_0(res_set, iT, ip)
Arguments
res_set
Residuals.
iT
Number of time periods.
ip
Number of assets.
Value
Sigma_0 from page 93 in Su and Wang (2017).
TVMVP documentation built on June 28, 2025, 1:08 a.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.
| compute_sigma_0 | R Documentation |
Compute Sigma_0 p.93 Su and Wang (2017).
Description
Compute Sigma_0 p.93 Su and Wang (2017).
Usage
compute_sigma_0(res_set, iT, ip)
Arguments
res_set |
Residuals. |
iT |
Number of time periods. |
ip |
Number of assets. |
Value
Sigma_0 from page 93 in Su and Wang (2017).
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.