Reference manual

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install.packages("covmat")

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