Files in arorar/covmat
Covariance Matrix Estimation
.gitattributes
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
R/RandomMatrix.R
R/RobustCoux.R
R/Stambaugh.R
R/covUitls.R
R/datasets.R
R/fmmc.R
R/independentSwitchingDCC.R
R/spikedCovariance.R
README.md
covmat.Rproj
data/dow30data.RData
data/etfdata.RData
data/factordata.RData
data/missingdata.RData
data/rmtdata.RData
inst/doc/CovarianceEstimation.pdf
inst/scripts/getFactorData.R
inst/scripts/getSymbolData.R
man/compareCov.Rd
man/dow30data.Rd
man/estRMT.Rd
man/estSpikedCovariance.Rd
man/etfdata.Rd
man/factor.data.Rd
man/fmmc.cov.Rd
man/isdccfit.Rd
man/missingdata.Rd
man/plot.RMT.Rd
man/plot.isdcc.Rd
man/plot.stambaugh.Rd
man/plotSpikedCovariance.Rd
man/plotmissing.Rd
man/rmtdata.Rd
man/robustMultExpSmoothing.Rd
man/smoothing.matrix.Rd
man/stambaugh.distance.plot.Rd
man/stambaugh.ellipse.plot.Rd
man/stambaugh.est.Rd
man/stambaugh.fit.Rd
tests/test-all.R
tests/testthat/test-FMMC.R
tests/testthat/test-RMT.R
tests/testthat/test-Spiked.R
tests/testthat/test-Stambaugh.R
tests/testthat/test-covUtils.R
tests/testthat/test-isdcc.R
tests/testthat/test-robustCroux.R
vignettes/CovarianceEstimation.Rmd
vignettes/CovarianceEstimation_cache/Shrinkage.png
vignettes/CovarianceEstimation_cache/croux_smoothfit.RData
vignettes/CovarianceEstimation_cache/isdcc_model.RData
vignettes/CovarianceEstimation_cache/isdcc_strategy_rets.RData
vignettes/CovarianceEstimation_cache/rmt_strategy_rets.RData
vignettes/references.bib
