TVMVP                   Time Varying Minimum Variance Portfolio (TVMVP)
                        Class
TVMVP-package           TVMVP: Time-Varying Minimum Variance Portfolio
                        Optimization
comp_expected_returns   Function to compute expected returns using a
                        simple model selection approach
determine_factors       Determine the Optimal Number of Factors via an
                        Information Criterion
epanechnikov_kernel     Epanechnikov Kernel Function
expanding_tvmvp         #' Expanding Window Time-Varying Minimum
                        Variance Portfolio Optimization
get_object_size         the function will return the size of obj and it
                        is smart in the sense that it will choose the
                        suitable unit
hyptest                 Test for Time-Varying Covariance via Local PCA
                        and Bootstrap
localPCA                Perform Local PCA Over Time
predict_portfolio       Predict Optimal Portfolio Weights Using
                        Time-Varying Covariance Estimation
silverman               Compute Bandwidth Parameter Using Silverman's
                        Rule of Thumb
time_varying_cov        Estimate Time-Varying Covariance Matrix Using
                        Local PCA
