Man pages for R-Finance/FactorAnalytics
factor analysis

CommonFactorsFactor set of several commonly used factors
CornishFisherFunctions for Cornish-Fisher density, CDF, random number...
factorModelCovarianceCompute Factor Model Covariance Matrix.
factorModelEsDecompositionCompute Factor Model ES Decomposition
factorModelMonteCarloSimulate returns using factor model Monte Carlo method.
factorModelPerformanceAttributionCompute performance attribution
factorModelSdDecompositionCompute factor model standard deviation decomposition
factorModelVaRDecompositionCompute factor model VaR decomposition
fitFundamentalFactorModelfit fundamental factor model by classic OLS or Robust...
fitStatisticalFactorModelFit statistical factor model using principle components...
fitTimeseriesFactorModelFit time series factor model by time series regression...
managers.dfHypothetical Alternative Asset Manager and Benchmark Data
plot.FM.attributionplot FM.attribution class
plot.FundamentalFactorModelplot FundamentalFactorModel object.
plot.StatFactorModelplot StatFactorModel object.
plot.TimeSeriesFactorModelplot TimeSeriesFactorModel object.
predict.FundamentalFactorModelpredict method for FundamentalFactorModel object
predict.StatFactorModelpredict method for StatFactorModel object.
predict.TimeSeriesFactorModelpredict method for TimeSeriesModel object.
print.FM.attributionPrint FM.attribution object.
print.FundamentalFactorModelprint FundamentalFactorModel object
print.StatFactorModelprint StatFactorModel object
print.TimeSeriesFactorModelprint TimeSeriesfactorModel object
stat.fm.dataMonthly Stock Return Data || Portfolio of Weekly Stock...
Stock.dfconstructed NYSE 447 assets from 1996-01-01 through...
summary.FM.attributionsummary FM.attribution object.
summary.FundamentalFactorModelsummary FundamentalFactorModel object
summary.StatFactorModelsummary method for StatFactorModel object.
summary.TimeSeriesFactorModelsummary method for TimeSeriesModel object.
R-Finance/FactorAnalytics documentation built on May 8, 2019, 3:51 a.m.