getSectorInfo: Sector Information of Stocks

In dppalomar/covFactorModel: Covariance Matrix Estimation via Factor Models

Description

Obtains the sector information of a set of stocks.

Usage

getSectorInfo(stocks, stock_sector_database)

Arguments

stocks	vector containing the stock names
stock_sector_database	matrix containing the pairing of stocks and sectors (first column contains the stock names and second column sector names)

Value

A list with the following components:

stock_sector_info	integer vector with each number being an index representing one specific sector
sectors	string vector containing sector names sorted corresponding to their sector index

Author(s)

ZHOU Rui and Daniel P. Palomar

Examples

mystocks <- c("AAPL",  "ABBV", "AET", "AMD", "APD", "AA","AVY", "A", "ADI", "IBM")
getSectorInfo(mystocks)

dppalomar/covFactorModel documentation built on May 17, 2019, 2:14 a.m.