weopt: Optimization weights which maximize the correlation between...
In dangulod/ECTools: Economic Capital Tools
Description
Usage
Arguments
Value
Examples
Description
Optimization weights which maximize the correlation between two matrix
Usage
1
weopt(x = x, y = y)
Arguments
x
Vector of factors
y
Vector of local factors
Value
weights which maximize the correlation between two matrix
Examples
1
2
3
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5
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9
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11
library(ECTools)
X = data.frame(
x1 = rnorm(100),
x2 = rnorm(100),
x3 = rnorm(100)
)
Y = data.frame(
y1 = rnorm(100),
y2 = rnorm(100)
)
dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.
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Description Usage Arguments Value Examples
Description
Optimization weights which maximize the correlation between two matrix
Usage
1 | weopt(x = x, y = y)
|
Arguments
x |
Vector of factors |
y |
Vector of local factors |
Value
weights which maximize the correlation between two matrix
Examples
1 2 3 4 5 6 7 8 9 10 11 | library(ECTools)
X = data.frame(
x1 = rnorm(100),
x2 = rnorm(100),
x3 = rnorm(100)
)
Y = data.frame(
y1 = rnorm(100),
y2 = rnorm(100)
)
|
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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