skfolio.moments.ShrunkMuMethods

class skfolio.moments.ShrunkMuMethods(*values)

Shrinkage methods for the ShrunkMu estimator.

Parameters:

JAMES_STEINstr

James-Stein method

BAYES_STEINstr

Bayes-Stein method

BODNAR_OKHRINstr

Bodnar Okhrin Parolya method

classmethod has(value)

Check if a value is in the Enum.

Parameters:

valuestr

Input value.

Returns:

xbool

True if the value is in the Enum, False otherwise.