tests/testit/test-shrinkage.R
In zatonovo/tawny: Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
# TODO: Add actual tests
assert('test.shrink_cov', {
TRUE
})
zatonovo/tawny documentation built on May 4, 2019, 9:12 p.m.
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# TODO: Add actual tests
assert('test.shrink_cov', {
TRUE
})
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