Files in yanyachen/FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance
.gitignore
.travis.yml
DESCRIPTION
LICENSE
NAMESPACE
R/F.norm2.R
R/FinCovRegularization.R
R/FundamentalFactor.Cov.R
R/GMVP.R
R/Generic.CovCv.R
R/Ind.Cov.R
R/MacroFactor.Cov.R
R/O.norm2.R
R/RiskParity.R
R/StatFactor.Cov.R
R/banding.R
R/banding.cv.R
R/hard.thresholding.R
R/soft.thresholding.R
R/tapering.R
R/tapering.cv.R
R/threshold.cv.R
R/threshold.min.R
README.md
appveyor.yml
data/m.excess.c10sp9003.rda
man/F.norm2.Rd
man/FinCovRegularization.Rd
man/FundamentalFactor.Cov.Rd
man/GMVP.Rd
man/Ind.Cov.Rd
man/MacroFactor.Cov.Rd
man/O.norm2.Rd
man/RiskParity.Rd
man/StatFactor.Cov.Rd
man/banding.Rd
man/banding.cv.Rd
man/hard.thresholding.Rd
man/m.excess.c10sp9003.Rd
man/plot.CovCv.Rd
man/print.CovCv.Rd
man/soft.thresholding.Rd
man/summary.CovCv.Rd
man/tapering.Rd
man/tapering.cv.Rd
man/threshold.cv.Rd
man/threshold.min.Rd
