lagExposures: lagExposures allows the user to lag exposures by one time...
In braverock/factorAnalytics: Factor Analytics for Asset Return Data
lagExposures R Documentation
lagExposures allows the user to lag exposures by one time period
Description
Function lag the style exposures in the exposure matrix
by one time period.
Usage
lagExposures(specObj)
Arguments
specObj
an ffm specification object of of class "ffmSpec"
Details
this function operates on the data inside the specObj and applies a lag to
it
Value
specObj an ffm spec Object that has been lagged
See Also
specFfm for information on the definition of the specFfm object.
braverock/factorAnalytics documentation built on March 2, 2024, 11:17 p.m.
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| lagExposures | R Documentation |
lagExposures allows the user to lag exposures by one time period
Description
Function lag the style exposures in the exposure matrix by one time period.
Usage
lagExposures(specObj)
Arguments
specObj |
an ffm specification object of of class |
Details
this function operates on the data inside the specObj and applies a lag to it
Value
specObj an ffm spec Object that has been lagged
See Also
specFfm for information on the definition of the specFfm object.
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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