Files in covmat
Covariance Matrix Estimation
inst
inst/scripts
inst/scripts/getFactorData.R
inst/scripts/getSymbolData.R
inst/doc
inst/doc/CovarianceEstimation.pdf
inst/doc/CovarianceEstimation.R
inst/doc/CovarianceEstimation.Rmd
NAMESPACE
data
data/dow30data.RData
data/rmtdata.RData
data/etfdata.RData
data/factordata.RData
data/missingdata.RData
R
R/spikedCovariance.R
R/covUitls.R
R/robustCoux.R
R/randomMatrix.R
R/datasets.R
R/independentSwitchingDCC.R
vignettes
vignettes/CovarianceEstimation_cache
vignettes/CovarianceEstimation_cache/rmt_strategy_rets.RData
vignettes/CovarianceEstimation_cache/croux_smoothfit.RData
vignettes/CovarianceEstimation_cache/Thumbs.db
vignettes/CovarianceEstimation_cache/Shrinkage.png
vignettes/CovarianceEstimation_cache/isdcc_model.RData
vignettes/CovarianceEstimation_cache/isdcc_strategy_rets.RData
vignettes/Thumbs.db
vignettes/references.bib
vignettes/CovarianceEstimation.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/compareCov.Rd
man/factor.data.Rd
man/dow30data.Rd
man/missingdata.Rd
man/plotSpikedCovariance.Rd
man/robustMultExpSmoothing.Rd
man/plot.isdcc.Rd
man/etfdata.Rd
man/plot.RMT.Rd
man/estRMT.Rd
man/estSpikedCovariance.Rd
man/smoothing.matrix.Rd
man/plotmissing.Rd
man/isdccfit.Rd
man/rmtdata.Rd
