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

MD5

DESCRIPTION

NAMESPACE

R/denoise.R R/util.R R/divergence.R R/shrinkage.R R/framework.R man/sp500.Rd man/optimizePortfolio.Rd man/cov_shrink.Rd man/denoise.Rd man/getPortfolioReturns.Rd man/sp500.subset.Rd man/tawny-package.Rd man/divergence.Rd tests/test-all.R tests/testit/test-shrinkage.R tests/testit/test-denoise-normalize.R

data/sp500.subset.RData

data/sp500.RData

tawny documentation built on May 2, 2019, 2:48 p.m.

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