Files in R-Finance/FactorAnalytics

factor analysis

R/dCornishFisher.R R/factorModelCovariance.r R/factorModelEsDecomposition.R R/factorModelMonteCarlo.R R/factorModelPerformanceAttribution.r R/factorModelSdDecomposition.R R/factorModelVaRDecomposition.R R/fitFundamentalFactorModel.R R/fitStatisticalFactorModel.R R/fitTimeSeriesFactorModel.R R/pCornishFisher.R R/plot.FM.attribution.r R/plot.FundamentalFactorModel.r R/plot.StatFactorModel.r R/plot.TimeSeriesFactorModel.r R/predict.FundamentalFactorModel.r R/predict.StatFactorModel.r R/predict.TimeSeriesFactorModel.r R/print.FM.attribution.r R/print.FundamentalFactorModel.r R/print.StatFactorModel.r R/print.TimeSeriesFactorModel.r R/qCornishFisher.R R/rCornishFisher.R R/summary.FM.attribution.r R/summary.FundamentalFactorModel.r R/summary.StatFactorModel.r R/summary.TimeSeriesFactorModel.r inst/tests/test-fitTSFM.r man/CommonFactors.Rd man/CornishFisher.Rd man/Stock.df.Rd man/factorModelCovariance.Rd man/factorModelEsDecomposition.Rd man/factorModelMonteCarlo.Rd man/factorModelPerformanceAttribution.Rd man/factorModelSdDecomposition.Rd man/factorModelVaRDecomposition.Rd man/fitFundamentalFactorModel.Rd man/fitStatisticalFactorModel.Rd man/fitTimeseriesFactorModel.Rd man/managers.df.Rd man/plot.FM.attribution.Rd man/plot.FundamentalFactorModel.Rd man/plot.StatFactorModel.Rd man/plot.TimeSeriesFactorModel.Rd man/predict.FundamentalFactorModel.Rd man/predict.StatFactorModel.Rd man/predict.TimeSeriesFactorModel.Rd man/print.FM.attribution.Rd man/print.FundamentalFactorModel.Rd man/print.StatFactorModel.Rd man/print.TimeSeriesFactorModel.Rd man/stat.fm.data.Rd man/summary.FM.attribution.Rd man/summary.FundamentalFactorModel.Rd man/summary.StatFactorModel.Rd man/summary.TimeSeriesFactorModel.Rd sandbox/FF.R sandbox/R/FactorAnalytics-package.R sandbox/R/bootstrapFactorESdecomposition.r sandbox/R/bootstrapFactorVaRdecomposition.r sandbox/R/chart.RollingStyle.R sandbox/R/chart.Style.R sandbox/R/covEWMA.R sandbox/R/factorModelFactorRiskDecomposition.r sandbox/R/factorModelGroupRiskDecomposition.r sandbox/R/factorModelPortfolioRiskDecomposition.r sandbox/R/factorModelRiskAttribution.r sandbox/R/factorModelRiskDecomposition.r sandbox/R/factorModelSimulation.r sandbox/R/impliedFactorReturns.R sandbox/R/modifiedEsReport.R sandbox/R/modifiedIncrementalES.R sandbox/R/modifiedIncrementalVaR.R sandbox/R/modifiedPortfolioEsDecomposition.R sandbox/R/modifiedPortfolioVaRDecomposition.R sandbox/R/modifiedVaRReport.R sandbox/R/nonparametricEsReport.R sandbox/R/nonparametricIncrementalES.R sandbox/R/nonparametricIncrementalVaR.R sandbox/R/nonparametricPortfolioEsDecomposition.R sandbox/R/nonparametricPortfolioVaRDecomposition.R sandbox/R/nonparametricVaRReport.R sandbox/R/normalEsReport.R sandbox/R/normalIncrementalES.R sandbox/R/normalIncrementalVaR.R sandbox/R/normalPortfolioEsDecomposition.R sandbox/R/normalPortfolioVaRDecomposition.R sandbox/R/normalVaRReport.R sandbox/R/portfolioSdDecomposition.R sandbox/R/scenarioPredictions.r sandbox/R/scenarioPredictionsPortfolio.r sandbox/R/style.QPfit.R sandbox/R/style.fit.R sandbox/R/table.RollingStyle.R sandbox/example.menu.plot.r sandbox/getCommomFactor.r sandbox/plotFactorModelFit.r sandbox/script.StyleTest.R sandbox/test.vignette.r sandbox/testfile.r tests/run-testthat-factorAnalytics.R