tests/testit/test-denoise-normalize.R
In zatonovo/tawny: Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
assert('normalize returns', {
x <- matrix(rnorm(80, sd=4), ncol=4)
y <- normalize(x)
v <- apply(y, 2, var)
all.equal(v, rep(1,4), tolerance=0.0001)
})
zatonovo/tawny documentation built on May 4, 2019, 9:12 p.m.
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assert('normalize returns', {
x <- matrix(rnorm(80, sd=4), ncol=4)
y <- normalize(x)
v <- apply(y, 2, var)
all.equal(v, rep(1,4), tolerance=0.0001)
})
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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