covEstimate: Estimate covariance matrix
In fincov: Methods for estimating covariance matrices
Description
Usage
Arguments
Details
Author(s)
Description
Estimate covariance matrix
Usage
1
2
3
covEstimate(R,
method = c("classic", "mcd", "m_estimate", "mm_estimate", "mve", "ogk", "sde", "s_estimate", "lw_shrinkage", "js_shrinkage"),
control = list())
Arguments
R
xts or matrix of asset returns
method
The method used to compute the covariance
estimate
control
named list of arguments
Details
Add detail for each method
Author(s)
Ross Bennett
fincov documentation built on May 2, 2019, 5:17 p.m.
R Package Documentation
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Description Usage Arguments Details Author(s)
Description
Estimate covariance matrix
Usage
1 2 3 | covEstimate(R,
method = c("classic", "mcd", "m_estimate", "mm_estimate", "mve", "ogk", "sde", "s_estimate", "lw_shrinkage", "js_shrinkage"),
control = list())
|
Arguments
R |
xts or matrix of asset returns |
method |
The method used to compute the covariance estimate |
control |
named list of arguments |
Details
Add detail for each method
Author(s)
Ross Bennett
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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