estimateCovarianceMatrix: detailed function to estimate robust covariance matrix based...
In erolbicero/propfolio: Propfolio Management
Description
Usage
Arguments
Value
Examples
Description
detailed function to estimate robust covariance matrix based on some assumptions
Usage
1
estimateCovarianceMatrix(timeSeriesMatrix)
Arguments
timeSeriesMatrix
Value
robust covariance matrix
Examples
1
none
erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.
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Description Usage Arguments Value Examples
Description
detailed function to estimate robust covariance matrix based on some assumptions
Usage
1 | estimateCovarianceMatrix(timeSeriesMatrix)
|
Arguments
timeSeriesMatrix |
Value
robust covariance matrix
Examples
1 | none
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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