cost 95 ms
Realized covariance estimator

I want to estimate the covariance matrix using high-frequency data in Julia. I wish to start with using the realized covariance estimator. Thus, is th ...

2021-04-21 14:49:10   1   38    julia / rcov  
Trace only class under test with rcov

I want to start rcov for a single test but the execution took several seconds/minutes since rcov seems to load the complete applications and starts to ...

2015-06-22 06:33:35   1   25    ruby / tdd / rcov  

 
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