msce: Extractor for components Market+Systematic
In monkeypicked/aace: Covariance estimation
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Extractor for components Market+Systematic
Usage
1
msce(x, ret)
Arguments
x
object of class ce
ret
returns matrix
Value
matrix of attributed return
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
msrtce, prdce,
quace, resce,
scoce, sdvce,
spvce, stce,
sysce, unqce,
vcvce, vfuce
monkeypicked/aace documentation built on May 23, 2019, 6:10 a.m.
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.
Description Usage Arguments Value Author(s) See Also
Description
Extractor for components Market+Systematic
Usage
1 | msce(x, ret)
|
Arguments
x |
object of class ce |
ret |
returns matrix |
Value
matrix of attributed return
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.