Correlation covariance: private API

PortfolioOptimisers.gap_fill_valueMethod
gap_fill_value(ce::CorrelationCovariance) -> Number

Answer 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

Related

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