def oracle_approximating(self):
X = np.nan_to_num(self.X.values)<EOL>shrunk_cov, self.delta = covariance.oas(X)<EOL>return self.format_and_annualise(shrunk_cov)<EOL>
Calculate the Oracle Approximating Shrinkage estimate

:return: shrunk sample covariance matrix
:rtype: np.ndarray