Files in zatonovo/tawny

Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization

.Rbuildignore

.gitignore

.travis.yml

DESCRIPTION

NAMESPACE

R/denoise.R R/divergence.R R/framework.R R/shrinkage.R R/util.R README.md

data/sp500.RData

data/sp500.subset.RData

man/cov_shrink.Rd man/denoise.Rd man/divergence.Rd man/getPortfolioReturns.Rd man/optimizePortfolio.Rd man/sp500.Rd man/sp500.subset.Rd man/tawny-package.Rd tests/test-all.R tests/testit/test-denoise-normalize.R tests/testit/test-shrinkage.R

zatonovo/tawny documentation built on May 4, 2019, 9:12 p.m.