fitMarginalSignal: Fit signal distributions for signal principal components -...
In erolbicero/propfolio: Propfolio Management
Description
Usage
Arguments
Value
Examples
Description
Fit signal distributions for signal principal components - assumes skew student t distributions
Usage
1
fitMarginalSignal(timeSeriesMatrix, signalEigenValues, signalEigenVectors)
Arguments
timeSeriesMatrix
xts time series matrix
signalEigenValues
signal eigenvalues determined by dominantEigenvectors
signalEigenVectors
signal eigenvectors determined by dominantEigenvectors
Value
a list with skew student t distribution fits for each component
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
Fit signal distributions for signal principal components - assumes skew student t distributions
Usage
1 | fitMarginalSignal(timeSeriesMatrix, signalEigenValues, signalEigenVectors)
|
Arguments
timeSeriesMatrix |
xts time series matrix |
signalEigenValues |
signal eigenvalues determined by dominantEigenvectors |
signalEigenVectors |
signal eigenvectors determined by dominantEigenvectors |
Value
a list with skew student t distribution fits for each component
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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