API for arorar/covmat
Covariance Matrix Estimation
| Global functions | |
|---|---|
| compareCov | Man page |
| dow30data | Man page |
| estRMT | Man page |
| estSpikedCovariance | Man page |
| etfdata | Man page |
| factor.data | Man page |
| fmmc.cov | Man page |
| isdccfit | Man page |
| missingdata | Man page |
| plot.RMT | Man page |
| plot.isdcc | Man page |
| plot.stambaugh | Man page |
| plotSpikedCovariance | Man page |
| plotmissing | Man page |
| rmtdata | Man page |
| robustMultExpSmoothing | Man page |
| smoothing.matrix | Man page |
| stambaugh.distance.plot | Man page |
| stambaugh.ellipse.plot | Man page |
| stambaugh.est | Man page |
| stambaugh.fit | Man page |
