Man pages for ctruciosm/Robpvc
Robust Principal Volatility Components
| fitted_cDCC | Conditional covariance matrix using the robust cDCC Estimator |
| loglik_cDCC | Loss function used in the cDCC robust estimation. |
| Robpvc | Robust Principal Volatility Components |
| Robpvc-package | Robust Princial Volatility Components |
| Robust_cDCC | Robust cDCC Estimator |
| rpvc_cov | Conditional Covariance Matrix using Robust Principal... |
| rpvc_VaR | Value-at-Risk via Robust Principal Volatility Components |
| toyexampledata | Time series returns for illustrative purposes |
