al1_group_neut: Neutralisation (demean) by group Cross-sectionally...
In Inpirical/alphassess: Functions for Assessing Equities Trading Alpha-Signals
Description
Neutralisation (demean) by group
Cross-sectionally neutralized (demeaned) by groups
Usage
1
al1_group_neut(x, groups = NULL)
Arguments
x
(xts) time series matrix.
groups
(factor) groups allocation, one for each column.
Inpirical/alphassess documentation built on May 26, 2019, 7:27 a.m.
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Description
Neutralisation (demean) by group Cross-sectionally neutralized (demeaned) by groups
Usage
1 | al1_group_neut(x, groups = NULL)
|
Arguments
x |
(xts) time series matrix. |
groups |
(factor) groups allocation, one for each column. |
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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