API for intrinsicFRP
An R Package for Factor Model Asset Pricing
| Global functions | |
|---|---|
| CheckData | Source code |
| ChenFang2019BetaRankTest | Man page Source code |
| FGXFactorsTest | Man page Source code |
| FGXThreePassCovarianceCpp | Source code |
| FGXThreePassCovarianceNoControlsCpp | Source code |
| FRP | Man page Source code |
| FRPCpp | Source code |
| GKRFactorScreening | Man page Source code |
| HACcovariance | Man page Source code |
| HJMisspecificationDistance | Man page Source code |
| IterativeKleibergenPaap2006BetaRankTest | Man page |
| OracleTFRP | Man page Source code |
| PlotOracleTFRPModelScore | Source code |
| SDFCoefficients | Man page Source code |
| TFRP | Man page Source code |
| factors | Man page |
| returns | Man page |
| risk_free | Man page |
