Description: Constructs shrinkage estimators of high-dimensional mean-variance portfolios and performs
high-dimensional tests on optimality of a given portfolio. The techniques developed in
are central to the package. They provide simple and feasible estimators and tests for optimal
portfolio weights, which are applicable for 'large p and large n' situations where p is the
portfolio dimension (number of stocks) and n is the sample size. The package also includes tools
for constructing portfolios based on shrinkage estimators of the mean vector and covariance matrix
as well as a new Bayesian estimator for the Markowitz efficient frontier recently developed by

Title: Multivariate and Functional Spatial Scan Statistics
Authors@R: c(person("Camille", "FREVENT", role = c("aut", "cre", "cph"), email = "camille.frevent@univ-lille.fr"), person("Mohamed-Salem", "AHMED", role = "aut"), person("Julien", "SOULA", role = "aut"), person("Zaineb", "SMIDA", role = "aut"), person("Lionel", "CUCALA", role = "aut"), person("Sophie", "DABO-NIANG", role = "aut"), person("Michaël", "GENIN", role = "aut"))
Description: Allows to detect spatial clusters of abnormal values on multivariate or functional data. Martin KULLDORFF and Lan HUANG and Kevin KONTY (2009) <doi:10.1186/1476-072X-8-58>, Inkyung JUNG and Ho Jin CHO (2015) <doi:10.1186/s12942-015-0024-6>, Lionel CUCALA and Michael GENIN and Caroline LANIER and Florent OCCELLI (2017) <doi:10.1016/j.spasta.2017.06.001>, Lionel CUCALA and Michael GENIN and Florent OCCELLI and Julien SOULA (2019) <doi:10.1016/j.spasta.2018.10.002>, Zaineb SMIDA and Lionel CUCALA and Ali GANNOUN (2020) <https://hal.archives-ouvertes.fr/hal-02908496>, Camille FREVENT and Mohamed-Salem AHMED and Matthieu MARBAC and Michael GENIN (2021) <arXiv:2011.03482>, Camille FREVENT and Mohamed-Salem AHMED and Sophie DABO-NIANG and Michael GENIN (2021) <arXiv:2103.14401>.
Imports: Rcpp, parallel, purrr, matrixStats, SpatialNP, sp, DT,
TeachingDemos, plotrix, fmsb, rgdal, swfscMisc, rgeos
Author: Camille FREVENT [aut, cre, cph],