Uses of Class
tech.nmfin.returns.moments.ReturnsMoments
-
Packages that use ReturnsMoments Package Description tech.nmfin.portfoliooptimization.lai2010.fit tech.nmfin.returns.moments -
-
Uses of ReturnsMoments in tech.nmfin.portfoliooptimization.lai2010.fit
Methods in tech.nmfin.portfoliooptimization.lai2010.fit that return ReturnsMoments Modifier and Type Method Description ReturnsMomentsSimpleAR1Moments. estimate(Matrix returns)ReturnsMomentsSimpleGARCHMoments1. estimate(Matrix returns)ReturnsMomentsSimpleGARCHMoments2. estimate(Matrix stdinno) -
Uses of ReturnsMoments in tech.nmfin.returns.moments
Methods in tech.nmfin.returns.moments that return ReturnsMoments Modifier and Type Method Description ReturnsMomentsMomentsEstimatorLedoitWolf. estimate(Matrix returns)ReturnsMomentsReturnsMoments.Estimator. estimate(Matrix returns)Estimates the moments from a given returns matrix.
-