dominantEigenvectors: Identify dominant eigenvalues
In erolbicero/propfolio: Propfolio Management
Description
Usage
Arguments
Value
Examples
Description
Identify dominant eigenvalues
Usage
1
dominantEigenvectors(eigenResult, fitThreshold = 0.3)
Arguments
eigenResult
which is a list of eigenvalues and eigenvectors
fitThreshold
for Marcenko Pasteur distribution which decides if RMT will be used or a simple "minimim distance" method (Scree-plot approach)
Value
a list object with eigenvalues and eigenvectors
Examples
1
none
erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.
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Description Usage Arguments Value Examples
Description
Identify dominant eigenvalues
Usage
1 | dominantEigenvectors(eigenResult, fitThreshold = 0.3)
|
Arguments
eigenResult |
which is a list of eigenvalues and eigenvectors |
fitThreshold |
for Marcenko Pasteur distribution which decides if RMT will be used or a simple "minimim distance" method (Scree-plot approach) |
Value
a list object with eigenvalues and eigenvectors
Examples
1 | none
|
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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