cov.shrink              Shrink the covariance matrix towards some
                        global mean
divergence              Measure the divergence and stability between
                        two correlation matrices
filter.RMT              Filter noise from a correlation matrix using
                        RMT to identify the noise
getPortfolioReturns     Utility functions for creating portfolios of
                        returns and other functions
optimizePortfolio       Optimize a portfolio using the specified
                        correlation filter
plotPerformance         Calculate some portfolio statistics and compare
                        with other portfolios or benchmarks
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
