Multivariate Regression with Covariance Estimation
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Documentation for package ‘MRCE’ version 2.4
Help Pages
| MRCE-package | Multivariate regression with covariance estimation |
| MRCE | Multivariate regression with covariance estimation |
| mrce | Do multivariate regression with covariance estimation (MRCE) |
| stock04 | log-returns of 9 stocks from 2004 |