SP500_idioerr

<p>The idiosyncratic error of S&amp;P 500 data</p>

data

Provides functions which perform Bayesian estimations of
a covariance matrix for multivariate normal data. Assumes that
the covariance matrix is sparse or band matrix and positive-definite.
This software has been developed using funding supported by
Basic Science Research Program through the National Research
Foundation of Korea ('NRF') funded by the Ministry of Education
('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207'
and 'NRF-2020R1C1C1A01013338').

Kyeongwon Lee

bspcov

SP500_idioerr: SP500 dataset

Description

Arguments

Format

Examples