stce: Market,Systematic,Residual,Total returns, divided by...
In monkeypicked/aace: Covariance estimation
Description
Usage
Arguments
Value
Details
Author(s)
See Also
Description
Market,Systematic,Residual,Total returns, divided by estimated vol
Usage
1
stce(x, ret)
Arguments
x
object of class ce
ret
returns matrix
Value
named list of attributed and normalised return
Details
components / vol estimate, in-sample
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
msce, msrtce,
prdce, quace,
resce, scoce,
sdvce, spvce,
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
Market,Systematic,Residual,Total returns, divided by estimated vol
Usage
1 | stce(x, ret)
|
Arguments
x |
object of class ce |
ret |
returns matrix |
Value
named list of attributed and normalised return
Details
components / vol estimate, in-sample
Author(s)
Giles Heywood
See Also
Other extractors: buice, devce,
face, fmpce,
fulce, genfrdce,
ldgce, ldggmace,
metce, mktce,
msce, msrtce,
prdce, quace,
resce, scoce,
sdvce, spvce,
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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