API for tawny
Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization

Global functions
Denoiser Man page
EmpiricalDenoiser Man page
KullbackLeibler Man page
RandomMatrixDenoiser Man page
SampleDenoiser Man page
ShrinkageDenoiser Man page
cor.clean Man page Source code
cor.empirical Man page Source code
cor.mean Man page Source code
cov.prior.cc Man page Source code
cov.prior.identity Man page Source code
cov.sample Man page
cov.shrink Man page
cov_sample Man page Source code
cov_shrink Man page Source code
cutoff Source code
deform Man page
denoise Man page
divergence Man page
divergence.kl Man page
divergence.stability Man page
divergence_lim Man page
ensure Man page Source code
getIndexComposition Man page Source code
getPortfolioReturns Man page Source code
normalize Man page
optimizePortfolio Man page
p.optimize Man page Source code
plotDivergenceLimit.kl Man page
shrinkage.c Man page Source code
shrinkage.intensity Man page Source code
shrinkage.p Man page Source code
shrinkage.r Man page Source code
sp500 Man page
sp500.subset Man page
stability_lim Man page
tawny Man page
tawny-package Man page
tawny documentation built on April 21, 2018, 1:05 a.m.