skfolio.uncertainty_set.BaseCovarianceUncertaintySet

class skfolio.uncertainty_set.BaseCovarianceUncertaintySet(prior_estimator=None)

Base class for all Covariance Uncertainty Set estimators in skfolio.

Notes

All estimators should specify all the parameters that can be set at the class level in their __init__ as explicit keyword arguments (no *args or **kwargs).

Methods

get_metadata_routing()	Get metadata routing of this object.
get_params([deep])	Get parameters for this estimator.
set_params(**params)	Set the parameters of this estimator.

fit

get_metadata_routing()

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRequest

A MetadataRequest encapsulating routing information.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.