| CommonFactors | Factor set of several commonly used factors |
| CornishFisher | Cornish-Fisher expansion |
| fitSfm | Fit a statistical factor model using principal component... |
| fitTsfm | Fit a time series factor model using time series regression |
| fitTsfm.control | List of control parameters for 'fitTsfm' |
| fitTsfmLagBeta | Fit a lagged Betas factor model using time series regression |
| fitTsfmMT | Fit a market timing time series factor model |
| fitTsfmUpDn | Fit a up and down market factor model using time series... |
| fmCov | Covariance Matrix for assets' returns from fitted factor... |
| fmEsDecomp | Decompose ES into individual factor contributions |
| fmmc | Compute fmmc objects that can be used for calcuation of... |
| fmmc.estimate.se | Main function to calculate the standard errror of the... |
| fmSdDecomp | Decompose standard deviation into individual factor... |
| fmVaRDecomp | Decompose VaR into individual factor contributions |
| managers | Hypothetical Alternative Asset Manager and Benchmark Data |
| paFm | Compute cumulative mean attribution for factor models |
| plot.pafm | plot '"pafm"' object |
| plot.sfm | Plots from a fitted statistical factor model |
| plot.tsfm | Plots from a fitted time series factor model |
| plot.tsfmUpDn | Plot actual against fitted values of up and down market time... |
| predict.sfm | Predicts asset returns based on a fitted statistical factor... |
| predict.tsfm | Predicts asset returns based on a fitted time series factor... |
| predict.tsfmUpDn | Predicts asset returns based on a fitted up and down market... |
| print.pafm | Print object of class '"pafm"'. |
| print.sfm | Prints out a fitted statictical factor model object |
| print.tsfm | Prints out a fitted time series factor model object |
| print.tsfmUpDn | Prints out a fitted up and down market time series factor... |
| Stock.df | constructed NYSE 447 assets from 1996-01-01 through... |
| StockReturns | Stock Return Data |
| summary.pafm | summary '"pafm"' object. |
| summary.sfm | Summarizing a fitted time series factor model |
| summary.tsfm | Summarizing a fitted time series factor model |
| summary.tsfmUpDn | Summarizing a fitted up and down market time series factor... |
| TreasuryYields | Treasury yields at different maturities |
