Man pages for BurStFin
Burns Statistics Financial

alpha.proxyCompute and Plot Alpha Proxy
factor.model.statEstimate Variance Matrix via Statistical Factors
fitted.statfacmodBurStVariance Matrix From Statistical Factor Model
partial.rainbowCreate Palette Function for Part of Rainbow
slideWeightGenerate Time Weights Flexiibly
threeDarrCombine matrices into 3D array
var.add.benchmarkExpand a Variance Matrix to Include a Benchmark
var.relative.benchmarkTransform a Variance Matrix to be Relative to a Benchmark
var.shrink.eqcorLedoit-Wolf Shrinkage Variance Estimate
BurStFin documentation built on May 2, 2019, 8:19 a.m.