CommonFactors | Factor set of several commonly used factors |
CornishFisher | Functions for Cornish-Fisher density, CDF, random number... |
factorModelCovariance | Compute Factor Model Covariance Matrix. |
factorModelEsDecomposition | Compute Factor Model ES Decomposition |
factorModelMonteCarlo | Simulate returns using factor model Monte Carlo method. |
factorModelPerformanceAttribution | Compute performance attribution |
factorModelSdDecomposition | Compute factor model standard deviation decomposition |
factorModelVaRDecomposition | Compute factor model VaR decomposition |
fitFundamentalFactorModel | fit fundamental factor model by classic OLS or Robust... |
fitStatisticalFactorModel | Fit statistical factor model using principle components... |
fitTimeseriesFactorModel | Fit time series factor model by time series regression... |
managers.df | Hypothetical Alternative Asset Manager and Benchmark Data |
plot.FM.attribution | plot FM.attribution class |
plot.FundamentalFactorModel | plot FundamentalFactorModel object. |
plot.StatFactorModel | plot StatFactorModel object. |
plot.TimeSeriesFactorModel | plot TimeSeriesFactorModel object. |
predict.FundamentalFactorModel | predict method for FundamentalFactorModel object |
predict.StatFactorModel | predict method for StatFactorModel object. |
predict.TimeSeriesFactorModel | predict method for TimeSeriesModel object. |
print.FM.attribution | Print FM.attribution object. |
print.FundamentalFactorModel | print FundamentalFactorModel object |
print.StatFactorModel | print StatFactorModel object |
print.TimeSeriesFactorModel | print TimeSeriesfactorModel object |
stat.fm.data | Monthly Stock Return Data || Portfolio of Weekly Stock... |
Stock.df | constructed NYSE 447 assets from 1996-01-01 through... |
summary.FM.attribution | summary FM.attribution object. |
summary.FundamentalFactorModel | summary FundamentalFactorModel object |
summary.StatFactorModel | summary method for StatFactorModel object. |
summary.TimeSeriesFactorModel | summary method for TimeSeriesModel object. |
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