Man pages for BurStFin
Burns Statistics Financial
| alpha.proxy | Compute and Plot Alpha Proxy |
| factor.model.stat | Estimate Variance Matrix via Statistical Factors |
| fitted.statfacmodBurSt | Variance Matrix From Statistical Factor Model |
| partial.rainbow | Create Palette Function for Part of Rainbow |
| slideWeight | Generate Time Weights Flexiibly |
| threeDarr | Combine matrices into 3D array |
| var.add.benchmark | Expand a Variance Matrix to Include a Benchmark |
| var.relative.benchmark | Transform a Variance Matrix to be Relative to a Benchmark |
| var.shrink.eqcor | Ledoit-Wolf Shrinkage Variance Estimate |
