extractCovariance: Covariance Estimate
In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Extract the covariance matrix estimate from a statistical
factor model
Usage
1
extractCovariance(model, ...)
Arguments
model
statistical factor model estimated via
statistical.factor.model
...
not currently used
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.
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.
Description Usage Arguments Value Author(s) See Also
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
1 | extractCovariance(model, ...)
|
Arguments
model |
statistical factor model estimated via
|
... |
not currently used |
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.