dot-fmmc.default.args: Functions to compute estimates and their standard errors...
In braverock/factorAnalytics: Factor Analytics for Asset Return Data
.fmmc.default.args R Documentation
Functions to compute estimates and their standard errors using fmmc
Description
Functions to compute estimates and their standard errors using fmmc
Usage
.fmmc.default.args(...)
Arguments
...
Arguments that must be passed to fitTsfm
Details
This method takes in the additional arguments list and checks if parameters
are set. Then it defaults values if they are unset. Currently it controls the
fit.method(default: OLS) and variable.selection(default: subsets). If
variable.selection is set to values other than subsets/none then it will
default to subsets.
arguments for FactorAnalytics
braverock/factorAnalytics documentation built on March 2, 2024, 11:17 p.m.
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| .fmmc.default.args | R Documentation |
Functions to compute estimates and their standard errors using fmmc
Description
Functions to compute estimates and their standard errors using fmmc
Usage
.fmmc.default.args(...)
Arguments
... |
Arguments that must be passed to fitTsfm |
Details
This method takes in the additional arguments list and checks if parameters are set. Then it defaults values if they are unset. Currently it controls the fit.method(default: OLS) and variable.selection(default: subsets). If variable.selection is set to values other than subsets/none then it will default to subsets. arguments for FactorAnalytics
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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