Small fix

HedgeShot · Jun 19, 2020 · f21b8c1 · f21b8c1
1 parent 3b0677f
commit f21b8c1
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/mlfinlab/portfolio_optimization/risk_estimators.py b/mlfinlab/portfolio_optimization/risk_estimators.py
@@ -299,7 +299,7 @@ def denoise_covariance(self, cov, tn_relation, denoise_method='const_resid_eigen
 
         Third, the correlation matrix composed from eigenvectors and eigenvalues related to noise is
         shrunk using the alpha variable. The shrinkage is done by summing the noise correlation matrix
-        multiplied by alpha to the diagonal of noise correlation matrix bultiplied by (1-alpha).
+        multiplied by alpha to the diagonal of the noise correlation matrix multiplied by (1-alpha).
 
         Fourth, the shrinked noise correlation matrix is summed to the information correlation matrix.