Uses of Class
com.numericalmethod.suanshu.stats.descriptive.covariance.LedoitWolf2004.Result

Packages that use LedoitWolf2004.Result

Package	Description
com.numericalmethod.suanshu.stats.descriptive.covariance

Uses of LedoitWolf2004.Result in com.numericalmethod.suanshu.stats.descriptive.covariance

Methods in com.numericalmethod.suanshu.stats.descriptive.covariance that return LedoitWolf2004.Result

Modifier and Type	Method and Description
LedoitWolf2004.Result	LedoitWolf2004.compute(Matrix Y) Estimates the covariance matrix for a given matrix Y (each column in Y is a time-series), with the optimal shrinkage parameter computed by the algorithm.
LedoitWolf2004.Result	LedoitWolf2004.compute(Matrix Y, double shrinkage) Estimates the covariance matrix for a given matrix Y (each column in Y is a time-series), with the given shrinkage parameter.