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FinCovRegularization - MaRDI portal

FinCovRegularization (Q26753)

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Covariance Matrix Estimation and Regularization for Finance
Language Label Description Also known as
English
FinCovRegularization
Covariance Matrix Estimation and Regularization for Finance

    Statements

    swMATH work ID
    14857
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    instance of
    R package
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    last update
    25 April 2016
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    software version identifier
    1.1.0
    publication date
    25 April 2016
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    author
    Yachen Yan
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    Fangzhu Lin
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    maintained by
    Yachen Yan
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    imports
    stats
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    graphics
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    quadprog
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    programmed in
    R
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    depends on software
    R
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