public class MomentsEstimatorLedoitWolf extends Object implements ReturnsMoments.Estimator
| Constructor and Description |
|---|
MomentsEstimatorLedoitWolf() |
| Modifier and Type | Method and Description |
|---|---|
ReturnsMoments |
estimate(Matrix returns)
Estimates the moments from a given returns matrix.
|
public ReturnsMoments estimate(Matrix returns)
ReturnsMoments.Estimatorestimate in interface ReturnsMoments.Estimatorreturns - a returns matrix (T-by-N)Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.