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