zoofactr: zoofactr: A Bayesian visits the factor zoo.
In fditraglia/zoofactr:
Description
zoofactr helper functions
zoofactr datasets
Description
The zoofactr package contains functions and datasets for evaluating the
importance of various factors thought to explain the cross-section of asset
returns using Bayesian techniques.
zoofactr helper functions
-
density_normal
-
draw_normal
-
log_mv_gamma
-
density_wishart
-
draw_wishart
-
vech
-
devech
zoofactr datasets
-
ff5
-
industry10
-
liq
-
mom
-
size
fditraglia/zoofactr documentation built on May 16, 2019, 12:12 p.m.
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Description zoofactr helper functions zoofactr datasets
Description
The zoofactr package contains functions and datasets for evaluating the importance of various factors thought to explain the cross-section of asset returns using Bayesian techniques.
zoofactr helper functions
-
density_normal -
draw_normal -
log_mv_gamma -
density_wishart -
draw_wishart -
vech -
devech
zoofactr datasets
-
ff5 -
industry10 -
liq -
mom -
size
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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