Files in intrinsicFRP
An R Package for Factor Model Asset Pricing

MD5

NAMESPACE

DESCRIPTION

R/RcppExports.R R/tfrp.R R/gkr_factor_screening.R R/intrinsicFRP-package.R R/data.R R/fgx_factors_test.R R/sdf_coefficients.R R/frp.R R/hac_covariance.R R/misspecification_distance.R R/oracle_tfrp.R R/utils.R R/identification_tests.R

src/gkr_factor_screening.h

src/Makevars.win

src/Makevars

src/RcppExports.cpp

src/sdf_coefficients.cpp

src/frp.h

src/tfrp.cpp

src/identification_tests.h

src/hac_covariance.h

src/fgx_three_pass_covariance.cpp

src/hj_misspecification_distance.cpp

src/hj_misspecification_distance.h

src/identification_tests.cpp

src/tuning.cpp

src/hac_covariance.cpp

src/gkr_factor_screening.cpp

src/utils.cpp

src/tuning.h

src/adaptive_weights.cpp

src/oracle_tfrp.cpp

src/utils.h

src/oracle_tfrp.h

src/adaptive_weights.h

src/frp.cpp

src/fgx_three_pass_covariance.h

src/tfrp.h

src/sdf_coefficients.h

tests/testthat.R tests/testthat/test-hac_covariance.R tests/testthat/test-frp.R tests/testthat/test-identification_tests.R tests/testthat/test-oracle_tfrp.R tests/testthat/test-fgx_factors_test.R tests/testthat/Rplots.pdf tests/testthat/test-sdf_coefficients.R tests/testthat/test-gkr_factor_screening.R tests/testthat/test-misspecification_distance.R tests/testthat/test-tfrp.R

data/returns.rda

data/risk_free.rda

data/factors.rda

man/HACcovariance.Rd man/factors.Rd man/FGXFactorsTest.Rd man/SDFCoefficients.Rd man/risk_free.Rd man/ChenFang2019BetaRankTest.Rd man/IterativeKleibergenPaap2006BetaRankTest.Rd man/GKRFactorScreening.Rd man/returns.Rd man/HJMisspecificationDistance.Rd man/FRP.Rd man/OracleTFRP.Rd man/TFRP.Rd

intrinsicFRP documentation built on May 29, 2024, 8 a.m.

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intrinsicFRP
An R Package for Factor Model Asset Pricing

Files in intrinsicFRP
An R Package for Factor Model Asset Pricing

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intrinsicFRP An R Package for Factor Model Asset Pricing

Files in intrinsicFRP An R Package for Factor Model Asset Pricing

R Package Documentation

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intrinsicFRP
An R Package for Factor Model Asset Pricing

Files in intrinsicFRP
An R Package for Factor Model Asset Pricing