Description: We implement a collection of techniques for estimating covariance matrices.
Covariance matrices can be built using missing data. Stambaugh Estimation and
FMMC methods can be used to construct such matrices. Covariance matrices can
be built by denoising or shrinking the eigenvalues of a sample covariance
matrix. Such techniques work by exploiting the tools in Random Matrix Theory
to analyse the distribution of eigenvalues. Covariance matrices can also
be built assuming that data has many underlying regimes. Each regime is
allowed to follow a Dynamic Conditional Correlation model. Robust covariance
matrices can be constructed by multivariate cleaning and smoothing of noisy data.
Suggests: knitr, knitcitations, roxygen2, quantmod, PortfolioAnalytics,
Imports: zoo, xts, robust, robustbase, VIM, ggplot2, reshape2, Matrix,
parallel, doParallel, fGarch, lhs, scales, gridExtra, optimx,

Authors@R: person("Jim", "Hester", email = "james.f.hester@gmail.com", role = c("aut", "cre"))
Description: Track and report code coverage for your package and (optionally)
upload the results to a coverage service like Codecov (http://codecov.io)
or Coveralls (http://coveralls.io).  Code coverage is a measure of the
amount of code being exercised by the tests.  It is an indirect measure of
test quality. This package is compatible with any testing methodology or
framework and tracks coverage of both R code and compiled C/C++/Fortran code.
Imports: jsonlite, rex, devtools, httr, crayon, htmltools
Suggests: R6, knitr, shiny (>= 0.11.1), testthat, rstudioapi (>= 0.2)

Suggests: R6, knitr, shiny (>= 0.11.1), DT, testthat, rstudioapi (>=

upload the results to a coverage service like Codecov (http://codecov.io) or
Coveralls (http://coveralls.io). Code coverage is a measure of the amount of
code being exercised by the tests. It is an indirect measure of test quality.
This package is compatible with any testing methodology or framework and tracks
coverage of both R code and compiled C/C++/Fortran code.
Imports: stats, utils, jsonlite, rex, httr, crayon, withr
Suggests: R6, knitr, rmarkdown, shiny (>= 0.11.1), htmltools, DT,