API for braverock/factorAnalytics
Factor Analytics

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
CommonFactors Man page
Cornish-Fisher Man page
NoVariableSelection Source code
RussellData Man page
SelectAllSubsets Source code
SelectLars Source code
SelectStepwise Source code
Stock.df Man page
StockReturns Man page
TreasuryYields Man page
UseAPCA Source code
UseAPCA_bn Source code
UseAPCA_ck Source code
UsePCA Source code
WeightsDLS Source code
assetDecomp Man page Source code
chartCusum Man page Source code
chartRobRisk Man page Source code
coef.ffm Man page Source code
coef.sfm Man page Source code
coef.tsfm Man page Source code
cusumActMgr Man page Source code
cusumData Man page
dCornishFisher Man page Source code
exposuresTseries Man page Source code
factorDataSPGMI Man page
factorDataSetDjia Man page
factorDataSetDjia5Yrs Man page
factors.M Man page
factors.Q Man page
fitFfm Man page Source code
fitSfm Man page Source code
fitTsfm Man page Source code
fitTsfm.control Man page Source code
fitTsfmLagBeta Man page Source code
fitTsfmMT Man page Source code
fitTsfmUpDn Man page Source code
fitted.ffm Man page Source code
fitted.sfm 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 Source code
makePaddedDataFrame Source code
managers Man page
managers.ffm Man page
mktSP Man page
mktUS Man page
muEst Source code
pCornishFisher Man page Source code
paFm Man page Source code
plot.pafm Man page Source code
plot.sfm 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.sfm 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.sfm Man page Source code
print.summary.cusumActMgr Man page Source code
print.summary.ffm Man page Source code
print.summary.sfm 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
r.M Man page
r.W Man page
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 Source code
residuals.ffm Man page Source code
residuals.sfm 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
riskFreeRate Man page
robRiskBudget Man page Source code
sigmaEst Source code
simulateARL Man page Source code
specFfm Source code
standardizeExposures Source code
stock Man page
stocks145scores6 Man page
summary.cusumActMgr Man page Source code
summary.ffm Man page Source code
summary.pafm Man page Source code
summary.sfm Man page Source code
summary.tsfm Man page Source code
summary.tsfmUpDn Man page Source code
tr.yields Man page
tsPlotMP Man page Source code
vif Man page Source code
wtsDjiaGmv Man page
wtsDjiaGmvLo Man page
wtsStocks145Gmv Man page
wtsStocks145GmvLo Man page
zScore Source code
braverock/factorAnalytics documentation built on Nov. 7, 2019, 1:17 p.m.