The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.
- Miscellaneous Functions for math, plotting, printing
- ML estimation for multivariate normal data with missing values
- Kolmogorov-Zurbenko Fourier Transform
- Influence Measures and Diagnostic Plots for Multivariate Linear Models
- portfolio optimization strategies including random matrix theory and shrinkage estimators