DOSPortfolio            The Dynamic Optimal Shrinkage Portfolio
                        interface.
DOSPortfolio-package    A set of tools for constructing Dynamic Optimal
                        Shrinkage estimator of the global minimum
                        variance portfolio.
new_DOSPortfolio        Constructor for the DOSPortfolio class
r0Strategy              Computes the relative loss of the target
                        portfolio used
validate_input          Validates input to the DOSPortfolio function.
wGMV                    Sample estimator of the weights of the global
                        minimum variance portfolio
wGMVNonOverlapping      Dynamic optimal shrinkage estimator of the
                        weights of the global minimum variance
                        portfolio when non-overlapping samples are
                        used.
wGMVOverlapping         Dynamic optimal shrinkage estimator of the
                        weights of the global minimum variance
                        portfolio when overlapping samples are used.
