plotLSandHuberRobustSFM: Plot LS and Huber SFM Fits

In PCRA: Companion to Portfolio Construction and Risk Analysis

Plot LS and Huber SFM Fits

Description

Computes LS and Huber robust single factor model fits with standard errors and plots the results

Usage

plotLSandHuberRobustSFM(
  x,
  mainText = NULL,
  ylimits = NULL,
  legendPos = "topleft",
  goodOutlier = FALSE,
  makePct = FALSE
)

Arguments

x	xts time series vector
mainText	Character variable with NULL default
ylimits	Numeric vector of vertical axis limits with NULL default
legendPos	Character variable with default "topleft"
goodOutlier	Logical variable with default FALSE
makePct	Logical variable with default FALSE

Value

A plot of the LS and robust Huber SFM fits

Examples

args(plotLSandHuberRobustSFM)

PCRA documentation built on July 15, 2026, 9:06 a.m.