Man pages for monkeypicked/aace
Covariance estimation
| aace-package | Covariance Estimation |
| buice | Extractor for identifiers (all) |
| devce | Extractor for score on: deviation of rem from x-section mean |
| face | Returns decomposed by all factors 1:k, + residual, +... |
| fmpce | Factor mimicking portfolio weights (but still in reduced... |
| fms2 | Covariance Estimation by modified PCA |
| fulce | Extractor for identifiers of columns with no NA (full data) |
| genfrdce | Factor risk decomposition by security |
| ldgce | Extractor for loadings |
| ldggmace | Extractor for loadings * fmp, (colnames=T, rownames=T) |
| metce | Extractor for method |
| mktce | Extractor for market component of return (factor 1) |
| msce | Extractor for components Market+Systematic |
| msrtce | Extractor for components Market, Systematic, Residual, Total |
| prdce | Portfolio risk decomposition |
| quace | Extractor for score on quadratic component |
| resce | Residual return |
| scoce | Scores |
| sdvce | Extractor for standard deviation |
| spvce | Extractor for pecific vol |
| stce | Market,Systematic,Residual,Total returns, divided by... |
| sysce | Extractor for systematic component of return (factors 2:k) |
| unqce | Extractor for uniqueness |
| vcvce | Extractor for covariance matrix |
| vfuce | Convenience wrapper on vcvce(x)$T -the total covariance... |
