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sparseIndexTracking
spIndexTrack

spIndexTrack function

Sparse Index Tracking

sparseIndexTracking package Read PDF manual

Maintainer: Daniel P. Palomar
License: GPL-3 | file LICENSE
Last published: 2019-06-02

Useful links

https://github.com/dppalomar/sparseIndexTracking/issues
https://CRAN.R-project.org/package=sparseIndexTracking
https://github.com/dppalomar/sparseIndexTracking
https://www.danielppalomar.com
https://doi.org/10.1109/TSP.2017.2762286

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