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PortfolioAnalytics
custom.covRob.TSGS
custom.covRob.TSGS function
Compute returns mean vector and covariance matrix with custom.covRob.TSGS
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PortfolioAnalytics package
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Maintainer: Brian G. Peterson
License: GPL-3
Last published: 2026-02-04
https://github.com/braverock/PortfolioAnalytics