fix_frtn_cov: COV FIX FUNCTION FOR EIGENVALUES ADJUSTMENT.
In raphael210/QDataGet: Data getting functionns
Description
Usage
Arguments
Value
Description
The function is aimed for eigenvalues adjustment for covariance matrix.
Usage
1
fix_frtn_cov(cov_list, barra_param)
Arguments
cov_list
A list. Each element in the list is a covariance matrix.
Value
A list. Each element in the list is a covariance matrix.
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Arguments Value
Description
The function is aimed for eigenvalues adjustment for covariance matrix.
Usage
1 | fix_frtn_cov(cov_list, barra_param)
|
Arguments
cov_list |
A list. Each element in the list is a covariance matrix. |
Value
A list. Each element in the list is a covariance matrix.
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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