Man pages for bautheac/factorem
factor'em!
| AssetPricingFactor-class | S4 class for asset pricing factor objects |
| CHPFactor-class | S4 class for commercial hedging pressure (CHP) factor objects |
| CHP_factor-methods | Commercial hedging pressure (CHP) factor |
| factorem | Construct an asset pricing factor |
| factor_positions | Get time series of long and short factor positions |
| factor_returns | Get return time series for factor as well as for long and... |
| famamcbeth | Fama-McBeth cross-sectional regression |
| FamaMcBeth-class | S4 class for Fama-McBeth objects |
| get_betas-methods | Accesses the 'betas' slot of S4 objects of class FamaMcBeth... |
| get_call-methods | Accesses the 'call' slot of S4 'factorem' objects. |
| get_data-methods | Accesses the 'data' slot of S4 objects of class... |
| get_lambdas-methods | Accesses the 'lambdas' slot of S4 objects of class FamaMcBeth... |
| get_means-methods | Accesses the 'means' slot of S4 objects of class FamaMcBeth... |
| get_name-methods | Accesses the 'name' slot of S4 objects of class... |
| get_parameters-methods | Accesses the 'parameters' slot of S4 objects of class... |
| get_positions-methods | Accesses the 'positions' slot of S4 objects of class... |
| get_returns-methods | Accesses the 'returns' slot of S4 objects of class... |
| MarketFactor-class | S4 class for term structure factor objects |
| market_factor-methods | Market factor |
| MomentumFactor-class | S4 class for momentum factor objects |
| momentum_factor-methods | Construct momentum factor |
| OI_aggregate_factor-methods | Construct futures open interest growth (OI) aggregate factor |
| OIFactor-class | S4 class for open interest (OI) factor objects |
| OI_nearby_factor-methods | Open interest growth (OI) nearby factor |
| pipe | Pipe operator |
| PressureFactor-class | S4 class for market pressure factor objects |
| pressure_factor-methods | Market participant pressure factor |
| show-methods | Show method for 'factorem' S4 objects. |
| summary-methods | Factor performance summary |
| TSFactor-class | S4 class for term structure factor objects |
| TS_factor-methods | Term structure factor |
