test_covariance

Functions

_returns(→ numpy.ndarray)
test_sample_covariance_keeps_assets_and_matches_numpy(→ None)
test_shrinkage_covariances_are_psd_and_report_shrinkage(→ None)
test_correlation_round_trip_and_nearest_psd(→ None)

Module Contents

test_covariance._returns() → numpy.ndarray

test_covariance.test_sample_covariance_keeps_assets_and_matches_numpy() → None

test_covariance.test_shrinkage_covariances_are_psd_and_report_shrinkage() → None

test_covariance.test_correlation_round_trip_and_nearest_psd() → None