penfmb: penfmb
In erikcs/penfmbr: Penalized FamaMacBeth
Description
Usage
Arguments
Value
Description
penfmb
Usage
1
penfmb(factors, returns, alpha = 4, nboot = 100, nblocks = 5)
Arguments
factors
The factors
returns
The returns
alpha
The penalty parameter, default 4
nboot
Number of bootstrap replications for the shrinkage rate, default 100
nblocks
Number of blocks in the stationary bootstrap, default 5
Value
A 'penfmb' instance
erikcs/penfmbr documentation built on June 6, 2019, 12:25 p.m.
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.
Description Usage Arguments Value
Description
penfmb
Usage
1 | penfmb(factors, returns, alpha = 4, nboot = 100, nblocks = 5)
|
Arguments
factors |
The factors |
returns |
The returns |
alpha |
The penalty parameter, default 4 |
nboot |
Number of bootstrap replications for the shrinkage rate, default 100 |
nblocks |
Number of blocks in the stationary bootstrap, default 5 |
Value
A 'penfmb' instance
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.