Publisher review:Covariance Tools - Some tools for covariance matrix estimation Revised public version of covariance matrix tools. Requirements: ยท MATLAB Release: R14
Covariance Tools 1.0a is a Matlab script for Financial Modeling and Analysis scripts design by Tim Gebbie.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Covariance Tools - Some tools for covariance matrix estimation
Operating system:Windows / Linux / Mac OS / BSD / Solaris