API for zatonovo/tawny
Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
| Global functions | |
|---|---|
| .cutoff | Source code |
| Denoiser | Man page |
| EmpiricalDenoiser | Man page |
| KullbackLeibler | Man page |
| RandomMatrixDenoiser | Man page |
| SampleDenoiser | Man page |
| ShrinkageDenoiser | Man page |
| cor.clean | Man page Source code |
| cor.empirical | Man page Source code |
| cor.mean | Man page Source code |
| cov.prior.cc | Man page Source code |
| cov.prior.identity | Man page Source code |
| cov.sample | Man page |
| cov.shrink | Man page |
| cov_sample | Man page Source code |
| cov_shrink | Man page Source code |
| deform | Man page |
| denoise | Man page |
| divergence | Man page |
| divergence.kl | Man page |
| divergence.stability | Man page |
| divergence_lim | Man page |
| ensure | Man page Source code |
| getIndexComposition | Man page Source code |
| getPortfolioReturns | Man page Source code |
| normalize | Man page |
| optimizePortfolio | Man page |
| p.optimize | Man page Source code |
| plotDivergenceLimit.kl | Man page |
| shrinkage.c | Man page Source code |
| shrinkage.intensity | Man page Source code |
| shrinkage.p | Man page Source code |
| shrinkage.r | Man page Source code |
| sp500 | Man page |
| sp500.subset | Man page |
| stability_lim | Man page |
| tawny | Man page |
| tawny-package | Man page |
