API for yanyachen/FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance
| Global functions | |
|---|---|
| .norm2 | Source code |
| F.norm2 | Man page |
| FinCovRegularization | Man page |
| FinCovRegularization-package | Man page |
| FundamentalFactor.Cov | Man page Source code |
| GMVP | Man page Source code |
| Ind.Cov | Man page Source code |
| MacroFactor.Cov | Man page Source code |
| O.norm2 | Man page Source code |
| RiskParity | Man page Source code |
| StatFactor.Cov | Man page Source code |
| banding | Man page Source code |
| banding.cv | Man page Source code |
| hard.thresholding | Man page Source code |
| m.excess.c10sp9003 | Man page |
| plot.CovCv | Man page Source code |
| print.CovCv | Man page Source code |
| soft.thresholding | Man page Source code |
| summary.CovCv | Man page Source code |
| tapering | Man page Source code |
| tapering.cv | Man page Source code |
| threshold.cv | Man page Source code |
| threshold.min | Man page Source code |
