Covariance estimation and portfolio optimization using random matrix theory and shrinkage techniques
R Makefile
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
R
data
inst/unitTests
man
tests
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
README.md

README.md

Build Status

Tools for denoising covariance and correlation matrices