composite_factor: Build composite factor by aggregating related factors
In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment
Description
Usage
Arguments
Details
Value
View source: R/factor-composite.R
Description
Composite factor is built by aggregating formula coming from weight of
similar or correlated factors, which is determined by various methods, such as ....
Usage
1
composite_factor(ds_factors, aggregate_formula, drop = TRUE)
Arguments
ds_factors
a factors dataset.
aggregate_formula
a formula to aggregate factors into new factor,
e.g. composite_factor ~ 0.33*PE + 0.33*PB + 0.33*PS.
drop
a logic to determine whether to drop original factors in the
result datasets, by default TRUE.
Details
How to build composition
Value
1
a dataset of new factor.
chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.
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Description Usage Arguments Details Value
View source: R/factor-composite.R
Description
Composite factor is built by aggregating formula coming from weight of similar or correlated factors, which is determined by various methods, such as ....
Usage
1 | composite_factor(ds_factors, aggregate_formula, drop = TRUE)
|
Arguments
ds_factors |
a factors dataset. |
aggregate_formula |
a formula to aggregate factors into new factor,
e.g. |
drop |
a logic to determine whether to drop original factors in the result datasets, by default TRUE. |
Details
How to build composition
Value
1 | a dataset of new factor.
|
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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