[R-sig-finance] covariance

Omar Lakkis abu3ammar at gmail.com
Fri Dec 10 18:35:54 CET 2004

Previous message: [R-sig-finance] fSeries - adfTest / unitrootTest
Next message: [R-sig-finance] covariance
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

Is there an R function that is equivalent to S-PLUS's EWCE.cov() --
Exponentially Weighted Covariance Estimate?

Previous message: [R-sig-finance] fSeries - adfTest / unitrootTest
Next message: [R-sig-finance] covariance
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-sig-finance mailing list