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rCholCov

rCholCov function

CholCov estimator

highfrequency package Read PDF manual

Maintainer: Kris Boudt
License: GPL (>= 2)
Last published: 2023-10-04

Useful links

https://github.com/jonathancornelissen/highfrequency/issues
https://github.com/jonathancornelissen/highfrequency

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