pca_cov: Principal Component Analysis from the covariance matrix
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
View source: R/QuantAnalysis.R
Description
Principal Component Analysis from the covariance matrix
Usage
1
pca_cov(cov_mat)
Arguments
cov_mat
covariance matrix
Value
list with latents and coefficients
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value
View source: R/QuantAnalysis.R
Description
Principal Component Analysis from the covariance matrix
Usage
1 | pca_cov(cov_mat)
|
Arguments
cov_mat |
covariance matrix |
Value
list with latents and coefficients
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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