Helper method which annualises the output of shrinkage calculations,
        and formats the result into a dataframe

        :param raw_cov_array: raw covariance matrix of daily returns
        :type raw_cov_array: np.ndarray
        :return: annualised covariance matrix
        :rtype: pd.DataFrame

def format_and_annualise(self, raw_cov_array):
        """
        Helper method which annualises the output of shrinkage calculations,
        and formats the result into a dataframe

        :param raw_cov_array: raw covariance matrix of daily returns
        :type raw_cov_array: np.ndarray
        :return: annualised covariance matrix
        :rtype: pd.DataFrame
        """
        assets = self.X.columns
        return (
            pd.DataFrame(raw_cov_array, index=assets, columns=assets) * self.frequency
        )