msrtce: Extractor for components Market, Systematic, Residual, Total
In monkeypicked/aace: Covariance estimation
Description
Usage
Arguments
Value
Details
Author(s)
See Also
Description
Extractor for components Market, Systematic, Residual, Total
Usage
1
msrtce(x, ret)
Arguments
x
object of class ce
ret
returns matrix
Value
matrix of attributed return
Details
the output has 4x columns of the input, grouped by component
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
msce, 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 Details Author(s) See Also
Description
Extractor for components Market, Systematic, Residual, Total
Usage
1 | msrtce(x, ret)
|
Arguments
x |
object of class ce |
ret |
returns matrix |
Value
matrix of attributed return
Details
the output has 4x columns of the input, grouped by component
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
msce, 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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