API for yanyachen/FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance

Global functions
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
norm2 Source code
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
yanyachen/FinCovRegularization documentation built on May 28, 2017, 8:36 a.m.