antshi/CovEstim: (High-dimensional) Covariance Estimation
Provides a large selection of functions for estimating (high-dimensional) covariance matrices according to most recent advances in the academic literature on portfolio theory and management.
Getting started
Browse package contents
Package details |
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| Author | Antoniya Shivarova |
| Maintainer | Antoniya Shivarova <an.shivarova@gmail.com> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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