plot.CovCv

other arguments ignored (for compatibility with generic)

Visualizes the results of covariance matrix regularization parameter tuning

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 via 
    cross-validation.

plot.CovCv: plot CovCv object

Description

Usage

Arguments