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dppalomar/covFactorModel

Covariance Matrix Estimation via Factor Models

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Stars
39
Forks
13
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0
Commits
17

Activity and growth

Latest capture 2026-07-21 03:06

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+1
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Topics

#covariance-matrix #factor-model #financial-data #pca

Metadata

Language
R
License
GPL-3.0
Default branch
master
Created
2018-05-17
First commit
2018-05-17
Last pushed
2019-03-25
GitHub updated
2026-07-08
Last synced
2026-07-21 03:06
Stack scanned
2026-07-21 03:06
Archived
No
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3 observed captures since 2026-06-19. Charts use measured snapshots only.

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