extractCovariance: Covariance Estimate
In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
View source: R/stat.factor.model.R
extractCovariance R 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.
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View source: R/stat.factor.model.R
| extractCovariance | R Documentation |
Covariance Estimate
Description
Extract the covariance matrix estimate from a statistical factor model
Usage
extractCovariance(model, ...)
Arguments
model |
statistical factor model estimated via
|
... |
not currently used |
Value
covariance matrix estimate
Author(s)
Ross Bennett
See Also
statistical.factor.model
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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