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| condreg | Compute the condition number with given penalty parameter |
| crbulk | Computes multiple solutions |
| datasnp | Standard & Poors index |
| kgrid | Return a vector of grid of penalties for cross-validation |
| ml_solver | Compute shrinkage of eigenvalues for condreg |
| path_backward | Compute optimal u of Lemma 1 in JRSSB paper using the backward algorithm |
| path_forward | Compute optimal u of Lemma 1 in JRSSB paper using the forward algorithm |
| pfweights | Compute optimal portfolio weights |
| R | Weekly stock price data |
| select_condreg | Compute the best condition number regularized based based on cross-validation selected penalty parameter |
| select_kmax | Selection of penalty parameter based on cross-validation |
| transcost | Compute transaction cost |