genfrdce: Factor risk decomposition by security
In monkeypicked/aace: Covariance estimation
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Factor risk decomposition by security
Usage
1
genfrdce(x = getce())
Arguments
x
object of class ce
Value
matrix, rows=security, columns = (total, residual, factors 1:k)
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, ldgce,
ldggmace, metce,
mktce, msce,
msrtce, prdce,
quace, resce,
scoce, sdvce,
spvce, stce,
sysce, unqce,
vcvce, vfuce
monkeypicked/aace documentation built on May 23, 2019, 6:10 a.m.
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Description Usage Arguments Value Author(s) See Also
Description
Factor risk decomposition by security
Usage
1 | genfrdce(x = getce())
|
Arguments
x |
object of class ce |
Value
matrix, rows=security, columns = (total, residual, factors 1:k)
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, ldgce,
ldggmace, metce,
mktce, msce,
msrtce, prdce,
quace, resce,
scoce, sdvce,
spvce, stce,
sysce, unqce,
vcvce, vfuce
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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