dot-fmmc.worker: Worker function that acts between the fmmc procedure and...
In braverock/factorAnalytics: Factor Analytics for Asset Return Data
.fmmc.worker R Documentation
Worker function that acts between the fmmc procedure and calling method.
Description
Worker function that acts between the fmmc procedure and calling method.
Usage
.fmmc.worker(R, factors, ...)
Arguments
R
single vector of returns
factors
matrix of factor returns
...
allows passing paramters to FactorAnalytics.
Details
This method takes in data as single time series and factors as xts objects
It then calls the actual estimation procedure.
Author(s)
Rohit Arora
braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.
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| .fmmc.worker | R Documentation |
Worker function that acts between the fmmc procedure and calling method.
Description
Worker function that acts between the fmmc procedure and calling method.
Usage
.fmmc.worker(R, factors, ...)
Arguments
R |
single vector of returns |
factors |
matrix of factor returns |
... |
allows passing paramters to FactorAnalytics. |
Details
This method takes in data as single time series and factors as xts objects It then calls the actual estimation procedure.
Author(s)
Rohit Arora
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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