solveLambda: Solve for the optimal smoothing matrix
In fincov: Methods for estimating covariance matrices

Solve for the optimal smoothing matrix by minimizing the determinant of the covariance of the error matrix

1 2	solveLambda(R, starting_values, robust = TRUE, method = c("DEoptim"))

`R`	xts object of asset returns. This should be the training data used to solve for the optimal smoothing matrix.
`starting_values`	starting values used as initial condition to estimate smoothed values.
`robust`	TRUE/FALSE (default=TRUE). If TRUE, use robust methods to solve for Lambda, the optimal smoothing matrix.
`method`	optimization method