cvxgrp / cov_pred_finance / 8428578864

98%

push

github

106 how to calculate the cov mat for recent days but not all days cov mats and select recent ones (#179)

* iewma to handle nans

* funcionality to only solve at some time steps

* minor change

* edits to handling nan

* changed code file in readme file

* updated nan implementation

24 of 24 new or added lines in 2 files covered. (100.0%)

244 of 248 relevant lines covered (98.39%)

0.98 hits per line