ffaReg: Forefront Multi-variate regression for multiple y variables
In alejandro-sotolongo/InvTools:
Usage
1
ffaReg(asset_list, factor_list, cash, freq = "w")
Arguments
asset_list
list of Asset / Portfolio objects for y variables
factor_list
list of Asset / Portfolio objects for x variables
cash
Asset object for risk-free proxy
freq
Time-series frequency (all time-series will be converted to
this frequency)
alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.
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Usage
1 | ffaReg(asset_list, factor_list, cash, freq = "w")
|
Arguments
asset_list |
list of Asset / Portfolio objects for y variables |
factor_list |
list of Asset / Portfolio objects for x variables |
cash |
Asset object for risk-free proxy |
freq |
Time-series frequency (all time-series will be converted to this frequency) |
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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