Files in dppalomar/covFactorModel
Covariance Matrix Estimation via Factor Models
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/covFactorModel-package.R
R/covFactorModel.R
R/factorModel.R
R/getSectorInfo.R
R/stock_sector_database.R
README.Rmd
README.html
README.md
R_buildignore/ML_lowrank.R
R_buildignore/RuiCheckingCode.R
R_buildignore/compression-of-images.R
R_buildignore/cov_checking.R
R_buildignore/data/block_diagonal_Psi.RData
R_buildignore/data/compare_covFactorModel_factanal.RData
R_buildignore/data/diagonal_Psi.RData
R_buildignore/data/full_Psi.RData
R_buildignore/data/scale_identity_Psi.RData
R_buildignore/developer_commands.R
R_buildignore/examples.R
R_buildignore/package_compare.R
R_buildignore/plot_cov_perform.R
R_buildignore/plot_package_compare.R
R_buildignore/remove_factors.R
R_buildignore/sparse_linear_regression.Rmd
R_buildignore/speed_tests.Rmd
R_buildignore/speed_tests.html
R_buildignore/temp_script.R
R_buildignore/vignettes.Rmd
R_buildignore/vignettes.html
covFactorModel.Rproj
data/stock_sector_database.rda
man/covFactorModel-package.Rd
man/covFactorModel.Rd
man/factorModel.Rd
man/getSectorInfo.Rd
man/stock_sector_database.Rd
papers/slides_factor_models.pdf
vignettes/.gitignore
vignettes/covFactorModel-vignette.Rmd
vignettes/covFactorModel-vignette.html
vignettes/covFactorModel-vignette.pdf
vignettes/figures/cov_stat_perform.pdf
vignettes/figures/cov_stat_perform.png
vignettes/figures/cov_stat_perform_highDPI.png
vignettes/figures/package_compare.pdf
vignettes/figures/package_compare.png
vignettes/figures/package_compare_highDPI.png
vignettes/ieee.csl
vignettes/refs.bib
