test_covariance
===============

.. py:module:: test_covariance


Functions
---------

.. autoapisummary::

   test_covariance._returns
   test_covariance.test_sample_covariance_keeps_assets_and_matches_numpy
   test_covariance.test_shrinkage_covariances_are_psd_and_report_shrinkage
   test_covariance.test_correlation_round_trip_and_nearest_psd


Module Contents
---------------

.. py:function:: _returns() -> numpy.ndarray

.. py:function:: test_sample_covariance_keeps_assets_and_matches_numpy() -> None

.. py:function:: test_shrinkage_covariances_are_psd_and_report_shrinkage() -> None

.. py:function:: test_correlation_round_trip_and_nearest_psd() -> None