orthogonalize_all: Orthogonalize a set of factors with respect to all other...
In gtog/dMisc: A Collection of Helper Functions for Doing Financial Data Analysis
Description
Usage
Arguments
Value
View source: R/orthogonalize_all.R
Description
This function will regress each elemen of the factor set against every other
element in the factor set. This produces a factor set where each factor in the set
contains no information about the other factors in the set.
Usage
1
Arguments
f
an xts vector representing the factor set.
Value
an xts object of factors that have been orthogonalized with respect
to all the other factors in the set.
gtog/dMisc documentation built on May 17, 2019, 8:57 a.m.
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Description Usage Arguments Value
View source: R/orthogonalize_all.R
Description
This function will regress each elemen of the factor set against every other element in the factor set. This produces a factor set where each factor in the set contains no information about the other factors in the set.
Usage
1 |
Arguments
f |
an xts vector representing the factor set. |
Value
an xts object of factors that have been orthogonalized with respect to all the other factors in the set.
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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