Correlation covariance: private API
PortfolioOptimisers.gap_fill_value — Method
gap_fill_value(ce::CorrelationCovariance) -> NumberAnswer what ce.ce answers, because the estimator forwards the sample and its keywords untouched.
This estimator reads no cell of the sample itself: it calls the correlation verb of ce.ce and answers what comes back. A gap is therefore the inner estimator's to keep or to lose.
Arguments
ce: Correlation covariance estimator.
Returns
fv::Number:gap_fill_valueofce.ce.
Related