API for GuanglinHuang/hofa
higher-order multi-cumulant factor analysis

Global functions
C4M Source code
C4toM4 Source code
CUM Source code
DNLshrink Source code
EST_sgt Source code
JMCA Source code
M2.gmm Man page Source code
M2.mle Man page Source code
M2.pca Man page Source code
M2.select Man page Source code
M2M Source code
M3.als Man page Source code
M3.gmm Man page Source code
M3.select Man page Source code
M3M Source code
M4.als Man page Source code
M4.select Man page Source code
M4M Source code
M4toC4 Source code
MC4smaple Source code
MLE_BL_cpp Source code
Mat.k Source code
Matmax Source code
Obj.EU Source code
Obj.MVaR Source code
Panel_trans Source code
Portfolio.IC Man page Source code
Portfolio.Moments Source code
Portfolio.Moments.GARCHSK Source code
Portfolio.Moments.Mat Source code
Portfolio.PC Man page Source code
SuperDiag Source code
TraceRatio Source code
Vm Source code
fnorm Source code
hofa Man page
hofa.DGP1 Man page Source code
hofa.DGP2 Man page Source code
hofa.lag Source code
lag.mat Source code
mm.sgt Source code
rccsgt Source code
sigma.fnorm Source code
GuanglinHuang/hofa documentation built on Sept. 3, 2023, 7:01 a.m.