compute_covariance_matrices: Compute covariance factors

Description Usage Arguments

View source: R/github_temp_file_Covariances.R

Description

This function computes EI_1 * I_2 / (EI_1 EI_2), which is to be used to estimate the covariances when computing portfolio weights

Usage

1

Arguments

path

the path used by the webscrapper to save data


c-Stats/mlb_database documentation built on Dec. 19, 2021, 12:52 p.m.