Man pages for yanyachen/FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance

bandingBanding Opreator on Covariance Matrix
banding.cvSelect Tuning Parameter for Banding Covariance Matrix by CV
FinCovRegularizationFinCovRegularization: Covariance Matrix Estimation and...
F.norm2The Squared Frobenius Norm
FundamentalFactor.CovCovariance Matrix Estimation by Fundamental Factor Model
GMVPGlobal Minimum Variance Portfolio
hard.thresholdingHard-Thresholding Opreator on Covariance Matrix
Ind.CovIndependence opreator on Covariance Matrix
MacroFactor.CovCovariance Matrix Estimation by Macroeconomic Factor Model
m.excess.c10sp900310 stock and S&P 500 excess returns
O.norm2The Squared Operator Norm
plot.CovCvplot CovCv object
print.CovCvprint CovCv object
RiskParityRisk Parity Portfolio
soft.thresholdingSoft-Thresholding Opreator on Covariance Matrix
StatFactor.CovCovariance Matrix Estimation by Statistical Factor Model
summary.CovCvDisplay a useful description of a CovCv object
taperingTapering Opreator on Covariance Matrix
tapering.cvSelect Tuning Parameter for Tapering Covariance Matrix by CV
threshold.cvSelect Tuning Parameter for Thresholding Covariance Matrix by...
threshold.minMinimum threshold constant
yanyachen/FinCovRegularization documentation built on May 28, 2017, 8:36 a.m.