Nothing
Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.
Package details 


Author  Brian Lee Yung Rowe 
Date of publication  20180420 19:35:55 UTC 
Maintainer  Brian Lee Yung Rowe <[email protected]> 
License  GPL3 
Version  2.1.7 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.