Man pages for dppalomar/covFactorModel
Covariance Matrix Estimation via Factor Models

covFactorModelCovariance Matrix Estimation Using Factor Model
covFactorModel-packagecovFactorModel: Covariance matrix estimation via factor...
factorModelFactor Model Decomposition
getSectorInfoSector Information of Stocks
stock_sector_databaseDatabase of the sectors corresponding to the S&P 500 stocks
dppalomar/covFactorModel documentation built on May 17, 2019, 2:14 a.m.