weight_formula: Build aggregating formula of composite factor
In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment
Description
Usage
Arguments
Value
View source: R/factor-composite.R
Description
Aggregating formula is built from weight of similar or correlated factors
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
weight_formula(factors_weight, new_factor_name = "composite_factor")
Arguments
factors_weight
a list of factor weight with columns of factor_name and
factor_weight.
new_factor_name
a name of composite factor, by default "composite_factor".
Value
1
like composite_factor ~ 0.33*PE + 0.33*PB + 0.33*PS.
chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.
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Description Usage Arguments Value
View source: R/factor-composite.R
Description
Aggregating formula is built from weight of similar or correlated factors 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 | weight_formula(factors_weight, new_factor_name = "composite_factor")
|
Arguments
factors_weight |
a list of factor weight with columns of factor_name and factor_weight. |
new_factor_name |
a name of composite factor, by default "composite_factor". |
Value
1 |
like composite_factor ~ 0.33*PE + 0.33*PB + 0.33*PS.
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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