Man pages for bautheac/factorem
factor'em!

AssetPricingFactor-classS4 class for asset pricing factor objects
CHPFactor-classS4 class for commercial hedging pressure (CHP) factor objects
CHP_factor-methodsCommercial hedging pressure (CHP) factor
factoremConstruct an asset pricing factor
factor_positionsGet time series of long and short factor positions
factor_returnsGet return time series for factor as well as for long and...
famamcbethFama-McBeth cross-sectional regression
FamaMcBeth-classS4 class for Fama-McBeth objects
get_betas-methodsAccesses the 'betas' slot of S4 objects of class FamaMcBeth...
get_call-methodsAccesses the 'call' slot of S4 'factorem' objects.
get_data-methodsAccesses the 'data' slot of S4 objects of class...
get_lambdas-methodsAccesses the 'lambdas' slot of S4 objects of class FamaMcBeth...
get_means-methodsAccesses the 'means' slot of S4 objects of class FamaMcBeth...
get_name-methodsAccesses the 'name' slot of S4 objects of class...
get_parameters-methodsAccesses the 'parameters' slot of S4 objects of class...
get_positions-methodsAccesses the 'positions' slot of S4 objects of class...
get_returns-methodsAccesses the 'returns' slot of S4 objects of class...
MarketFactor-classS4 class for term structure factor objects
market_factor-methodsMarket factor
MomentumFactor-classS4 class for momentum factor objects
momentum_factor-methodsConstruct momentum factor
OI_aggregate_factor-methodsConstruct futures open interest growth (OI) aggregate factor
OIFactor-classS4 class for open interest (OI) factor objects
OI_nearby_factor-methodsOpen interest growth (OI) nearby factor
pipePipe operator
PressureFactor-classS4 class for market pressure factor objects
pressure_factor-methodsMarket participant pressure factor
show-methodsShow method for 'factorem' S4 objects.
summary-methodsFactor performance summary
TSFactor-classS4 class for term structure factor objects
TS_factor-methodsTerm structure factor
bautheac/factorem documentation built on June 7, 2021, 12:11 p.m.