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... |
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