Uses of Class
dev.nm.stat.covariance.LedoitWolf2004.Result
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Packages that use LedoitWolf2004.Result Package Description dev.nm.stat.covariance -
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Uses of LedoitWolf2004.Result in dev.nm.stat.covariance
Methods in dev.nm.stat.covariance that return LedoitWolf2004.Result Modifier and Type Method 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.
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