R: Time-Varying Minimum Variance Portfolio

# Time-Varying Minimum Variance Portfolio

## Documentation for package ‘TVMVP’ version 1.0.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

TVMVP-package | TVMVP: Time-Varying Minimum Variance Portfolio Optimization
comp_expected_returns | Function to compute expected returns using a simple model selection approach
determine_factors | Determine the Optimal Number of Factors via an Information Criterion
epanechnikov_kernel | Epanechnikov Kernel Function
expanding_tvmvp | #' Expanding Window Time-Varying Minimum Variance Portfolio Optimization
get_object_size | the function will return the size of obj and it is smart in the sense that it will choose the suitable unit
hyptest | Test for Time-Varying Covariance via Local PCA and Bootstrap
localPCA | Perform Local PCA Over Time
predict_portfolio | Predict Optimal Portfolio Weights Using Time-Varying Covariance Estimation
silverman | Compute Bandwidth Parameter Using Silverman's Rule of Thumb
time_varying_cov | Estimate Time-Varying Covariance Matrix Using Local PCA
TVMVP | Time Varying Minimum Variance Portfolio (TVMVP) Class