code: public void calibrate(final PrimitiveMatrix assetWeights, final PrimitiveMatrix assetReturns) {
  
          final Scalar<?> tmpImpliedRiskAversion = this.calculateImpliedRiskAversion(assetWeights, assetReturns);
  
          this.setRiskAversion(tmpImpliedRiskAversion.get());
      }
docs: Will set the risk aversion factor to the best fit for an observed pair of market portfolio asset
  weights and equilibrium/historical excess returns.