extractCovariance: Covariance Estimate

View source: R/stat.factor.model.R

extractCovarianceR Documentation

Covariance Estimate

Description

Extract the covariance matrix estimate from a statistical factor model

Usage

extractCovariance(model, ...)

Arguments

model

statistical factor model estimated via statistical.factor.model

...

not currently used

Value

covariance matrix estimate

Author(s)

Ross Bennett

See Also

statistical.factor.model


braverock/PortfolioAnalytics documentation built on Aug. 25, 2024, 1:03 a.m.