person("YaChen", "Yan", email = "yanyachen21@gmail.com", role = c("aut", "cre")),
person("FangZhu", "Lin", email = "fangzhulin522@gmail.com", role = "aut")
Description: Estimation and regularization for covariance matrix of asset
returns. For covariance matrix estimation, three major types of factor
models are included: macroeconomic factor model, fundamental factor model and
statistical factor model. For covariance matrix regularization, four regularized
estimators are included: banding, tapering, hard-thresholding and soft-
thresholding. The tuning parameters of these regularized estimators are selected
Packaged: 2016-04-25 08:52:44 UTC; Administrator

Title: Companion to Tsay (2005) Analysis of Financial
Analysis of Financial Time Series, 2nd ed. (Wiley).
Includes data sets, functions and script files
required to work some of the examples.  Version 0.1-x
includes R objects for all data files used in the text
and a script file to recreate most of the analyses in
Depends:  zoo, fUtilities, chron, polynom, fUnitRoots
Suggests:  fCalendar, moments, distrEx, tseries, urca, uroot, lmtest, sandwich
Packaged: Sun Dec 16 20:41:08 2007; spencerg

Packaged: Tue Jan  1 21:22:42 2008; spencerg

required to work some of the examples.  Version 0.2-x
and script files to recreate most of the analyses in
chapters 1 and 2 plus parts of chapters 3 and 11.
Packaged: Mon Jan  7 19:24:55 2008; spencerg

Packaged: Tue Feb  5 20:39:48 2008; spencerg

Packaged: Sat Feb  9 16:08:27 2008; spencerg

Packaged: Thu Mar 20 15:38:23 2008; spencerg

Suggests:  fCalendar, moments, distrEx, tseries, urca, uroot, lmtest, sandwich, psych, GPArotation, fUtilities, chron, polynom, fUnitRoots, e1071
Packaged: Sat May 24 11:32:56 2008; spencerg

required to work some of the examples.  Version 0.3-x
chapters 1-3 and 9 plus parts of chapters 4 and 11.
Packaged: Sat Sep 20 08:07:29 2008; spencerg

Packaged: Tue Jan 13 14:40:20 2009; spencerg

Title: Companion to Tsay (2005) Analysis of Financial Time Series
Description: R companion to Tsay (2005) Analysis of Financial Time
Series, 2nd ed. (Wiley). Includes data sets, functions and
script files required to work some of the examples.  Version
0.3-x includes R objects for all data files used in the text
and script files to recreate most of the analyses in chapters
1-3 and 9 plus parts of chapters 4 and 11.
Suggests: fCalendar, moments, distrEx, tseries, urca, lmtest, sandwich,
psych, GPArotation, fUtilities, chron, polynom, fUnitRoots,