cov_shrink              Shrink the covariance matrix towards some
                        global mean
denoise                 Remove noise from a correlation matrix using
                        RMT to identify the noise
divergence              Measure the divergence and stability between
                        two correlation matrices
getPortfolioReturns     Utility functions for creating portfolios of
                        returns and other functions
optimizePortfolio       Optimize a portfolio using the specified
                        correlation filter
sp500                   A (mostly complete) subset of the SP500 with
                        250 data points
sp500.subset            A subset of the SP500 with 200 data points
tawny-package           Provides various portfolio optimization
                        strategies including random matrix theory and
                        shrinkage estimators
