Hugo Delatte

Hello, The partial derivative [here](https://github.com/sdv-dev/Copulas/blob/877fbd2fad602813af0c76a44aa62d07d9b2bf3a/copulas/bivariate/clayton.py#L119) should implement F(v|u) as per docstring and consistency with the other copulas, but the implementation is F(u|v). More explicitly, the first term should be based...

[ENH] Add optional TC and weight drift in `cross_val_predict`

7

* Add optional TC and weight drift in `cross_val_predict` * Add a doc section that explain the pros/cons for using non-compounded vs compounded returns / no weight drift vs weight...

[ENH] Add Box and Diamond uncertainty set

3

Box uncertainty set: https://bookdown.org/palomar/portfoliooptimizationbook/14.2-robust-portfolio-optimization.html#robust-worst-case-portfolios Lemma 14.2: Worst-case mean vector under box uncertainty set Diamond uncertainty set: https://palomar.home.ece.ust.hk/papers/2020/ZhouPalomar-TSP2020%20-%20quintile%20portfolio.pdf

[ENH] Add Geodesic shrinkage covariance estimators

1

See https://github.com/skfolio/skfolio/discussions/3#discussioncomment-13148079

Add doctest support via pytest. Need to configure pyproject.toml with doctest options ( -o NORMALIZE_WHITESPACE -o ELLIPSIS) and correct existing docstring examples to pass doctest.

Thanks for the list of tools you provided, it's quite useful! I've added [skfolio](https://github.com/skfolio/skfolio)