Uses of Record Class
com.quantfinlib.risk.CovarianceShrinkage.Result
Packages that use CovarianceShrinkage.Result
Package
Description
Risk: measurement, decomposition, credit/limits, and model validation.
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Uses of CovarianceShrinkage.Result in com.quantfinlib.risk
Methods in com.quantfinlib.risk that return CovarianceShrinkage.ResultModifier and TypeMethodDescriptionstatic CovarianceShrinkage.ResultCovarianceShrinkage.ledoitWolf(double[][] returns)