API for facmodCS
Cross-Section Factor Models

Global functions
Cornish-Fisher Man page
calcFLAM Man page
coef.ffm Man page Source code
convert Man page
convert.ffmSpec Man page
dCornishFisher Man page Source code
extractRegressionStats Man page
facmodCS Man page
facmodCS-package Man page
fitFfm Man page Source code
fitFfmDT Man page
fitted.ffm Man page Source code
fmCov Man page Source code
fmCov.ffm Man page Source code
fmEsDecomp Man page Source code
fmEsDecomp.ffm Man page Source code
fmRsq Man page Source code
fmSdDecomp Man page Source code
fmSdDecomp.ffm Man page Source code
fmTstats Man page Source code
fmVaRDecomp Man page Source code
fmVaRDecomp.ffm Man page Source code
fmmcSemiParam Man page
lagExposures Man page Source code
pCornishFisher Man page Source code
plot.ffm Man page Source code
portEsDecomp Man page Source code
portEsDecomp.ffm Man page Source code
portSdDecomp Man page Source code
portSdDecomp.ffm Man page Source code
portVaRDecomp Man page Source code
portVaRDecomp.ffm Man page Source code
predict.ffm Man page Source code
print.ffm Man page Source code
print.ffmSpec Man page
print.summary.ffm Man page Source code
qCornishFisher Man page Source code
rCornishFisher Man page Source code
repExposures Man page Source code
repReturn Man page Source code
repRisk Man page Source code
repRisk.ffm Man page Source code
residualizeReturns Man page Source code
residuals.ffm Man page Source code
riskDecomp.ffm Man page Source code
roll.fitFfmDT Man page Source code
specFfm Man page Source code
standardizeExposures Man page Source code
standardizeReturns Man page
summary.ffm Man page Source code
tsPlotMP Man page
vif Man page Source code
zScore Source code
facmodCS documentation built on July 9, 2023, 7:32 p.m.