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1.0 by Rohit Arora, 8 years ago
Browse source code at https://github.com/cran/covmat
Authors: Rohit Arora
Documentation: PDF Manual
Artistic-2.0 license
Imports zoo, xts, robust, robustbase, VIM, ggplot2, reshape2, Matrix, parallel, doParallel, fGarch, lhs, scales, gridExtra, optimx, DEoptim, foreach
Depends on mvtnorm, RMTstat, grid
Suggests knitr, knitcitations, roxygen2, quantmod, PortfolioAnalytics, rmgarch
See at CRAN