API for braverock/factorAnalytics
Factor Analytics for Asset Return Data

Global functions
.fmmc.boot Man page Source code
.fmmc.default.args Man page Source code
.fmmc.proc Man page Source code
.fmmc.se Man page Source code
.fmmc.worker Man page Source code
Cornish-Fisher Man page
NoVariableSelection Source code
SelectAllSubsets Source code
SelectLars Source code
SelectStepwise Source code
WeightsDLS Source code
assetDecomp Man page Source code
calcFLAM Man page
coef.ffm Man page Source code
coef.tsfm Man page Source code
convert Man page
convert.ffmSpec Man page
dCornishFisher Man page Source code
exposuresTseries Man page Source code
extractRegressionStats Man page
factorDataSetDjia5Yrs Man page
fitFfm Man page Source code
fitFfmDT Man page
fitTsfm Man page Source code
fitTsfm.control Man page Source code
fitTsfmLagLeadBeta Man page Source code
fitTsfmMT Man page Source code
fitTsfmUpDn Man page Source code
fitted.ffm Man page Source code
fitted.tsfm Man page Source code
fmCov Man page Source code
fmCov.ffm Man page Source code
fmCov.sfm Man page Source code
fmCov.tsfm Man page Source code
fmEsDecomp Man page Source code
fmEsDecomp.ffm Man page Source code
fmEsDecomp.sfm Man page Source code
fmEsDecomp.tsfm Man page Source code
fmRsq Man page Source code
fmRsq.ffm Man page Source code
fmSdDecomp Man page Source code
fmSdDecomp.ffm Man page Source code
fmSdDecomp.sfm Man page Source code
fmSdDecomp.tsfm Man page Source code
fmTstats Man page Source code
fmTstats.ffm Man page Source code
fmVaRDecomp Man page Source code
fmVaRDecomp.ffm Man page Source code
fmVaRDecomp.sfm Man page Source code
fmVaRDecomp.tsfm Man page Source code
fmmc Man page Source code
fmmc.estimate.se Man page Source code
fmmcSemiParam Man page
lagExposures Man page Source code
makePaddedDataFrame Source code
pCornishFisher Man page Source code
paFm Man page Source code
plot.ffm Man page Source code
plot.pafm Man page Source code
plot.tsfm Man page Source code
plot.tsfmUpDn Man page Source code
portEsDecomp Man page Source code
portEsDecomp.ffm Man page Source code
portEsDecomp.tsfm Man page Source code
portSdDecomp Man page Source code
portSdDecomp.ffm Man page Source code
portSdDecomp.tsfm Man page Source code
portVaRDecomp Man page Source code
portVaRDecomp.ffm Man page Source code
portVaRDecomp.tsfm Man page Source code
portVolDecomp Man page Source code
portVolDecomp.ffm Man page Source code
portVolDecomp.tsfm Man page Source code
predict.ffm Man page Source code
predict.tsfm Man page Source code
predict.tsfmUpDn Man page Source code
print.ffm Man page Source code
print.pafm Man page Source code
print.summary.ffm Man page Source code
print.summary.tsfm Man page Source code
print.summary.tsfmUpDn Man page Source code
print.tsfm Man page Source code
print.tsfmUpDn Man page Source code
qCornishFisher Man page Source code
rCornishFisher Man page Source code
repExposures Man page Source code
repReturn Man page Source code
repRisk Man page Source code
repRisk.ffm Man page Source code
repRisk.tsfm Man page Source code
residualizeReturns Man page Source code
residuals.ffm Man page Source code
residuals.tsfm Man page Source code
riskDecomp Man page Source code
riskDecomp.ffm Man page Source code
riskDecomp.tsfm Man page Source code
roll.fitFfmDT Man page Source code
selectCRSPandSPGMI Man page Source code
specFfm Man page Source code
standardizeExposures Man page Source code
standardizeReturns Man page
stocks145scores6 Man page
summary.ffm Man page Source code
summary.pafm Man page Source code
summary.tsfm Man page Source code
summary.tsfmUpDn Man page Source code
tsPlotMP Man page
vif Man page Source code
wtsDjiaGmvLo Man page
wtsStocks145GmvLo Man page
zScore Source code
braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.