extractCovariance: Covariance Estimate
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
1
extractCovariance(model, ...)
Arguments
model
statistical factor model estimated via
statistical.factor.model
...
not currently used
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
1 | extractCovariance(model, ...)
|
Arguments
model |
statistical factor model estimated via
|
... |
not currently used |
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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