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riemstats
ts2corr
ts2corr function
Compute OAS-Shrunk Correlation Matrix from Time Series
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riemstats package
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Maintainer: Nicolas Escobar
License: MIT + file LICENSE
Last published: 2025-11-17
Useful links
https://github.com/nicoesve/riemstats/issues
https://nicoesve.github.io/riemstats/