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