Displaying 1 result from an estimated 1 matches for "covestimator".
2009 Sep 29
3
How do I access class slots from C?
...data = lppData,
spec = ewSpec,
constraints = "LongOnly")
ewSpec is an object of type Portfolio Spec which has the following slots:
model slot
type = "MV" a string value
optimize = "minRisk" a string value
estimator = "covEstimator" a function name
tailRisk = list() a list
params =
list(alpha=0.05, a=1, ...) a list
portfolio slot a list
weights = NULL a numeric vector
targetReturn = NULL a numeric value
targetRisk = NULL a numeric...