cor_robust: Robustify a correlation matrix
In samthorold/riskparity: Asset allocation for risk parity
cor_robust R Documentation
Robustify a correlation matrix
Description
Robustify a correlation matrix
Usage
cor_robust(C, e_thresh)
Arguments
C
matrix
e_thresh
vector
Value
matrix
samthorold/riskparity documentation built on March 20, 2022, 4:03 p.m.
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| cor_robust | R Documentation |
Robustify a correlation matrix
Description
Robustify a correlation matrix
Usage
cor_robust(C, e_thresh)
Arguments
C |
matrix |
e_thresh |
vector |
Value
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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