extractCovariance: Covariance Estimate
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
View source: R/stat.factor.model.R
extractCovariance R Documentation
Covariance Estimate
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
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
statistical.factor.model
PortfolioAnalytics documentation built on July 4, 2024, 1:06 a.m.
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View source: R/stat.factor.model.R
| extractCovariance | R Documentation |
Covariance Estimate
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
extractCovariance(model, ...)
Arguments
model |
statistical factor model estimated via
|
... |
not currently used |
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
statistical.factor.model
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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