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tests/testit/test-shrinkage.R
In tawny: Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
# TODO: Add actual tests
assert('test.shrink_cov', {
TRUE
})
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tawny documentation built on May 2, 2019, 2:48 p.m.
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# TODO: Add actual tests
assert('test.shrink_cov', {
TRUE
})
Try the tawny package in your browser
Any scripts or data that you put into this service are public.
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.
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