reg_mazi: regressing function for barra
In raphael210/QDataGet: Data getting functionns
Description
Usage
Arguments
Value
Description
the regression satisfies the specific one constriant optimization. mtsfr_i SHOULD WENT THROUGH GF_CAP, GF_SECTOR before input.
Usage
1
Arguments
y
string name for y.
fnames
string vector for factor names.
subset_reg
If not null, the column in mtsfr_i should include 'subset_reg_flag' to indicate the subset to regress.
Value
A list, including three values, frtn, res, est_rtn(estimated values).
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Arguments Value
Description
the regression satisfies the specific one constriant optimization. mtsfr_i SHOULD WENT THROUGH GF_CAP, GF_SECTOR before input.
Usage
1 |
Arguments
y |
string name for y. |
fnames |
string vector for factor names. |
subset_reg |
If not null, the column in mtsfr_i should include 'subset_reg_flag' to indicate the subset to regress. |
Value
A list, including three values, frtn, res, est_rtn(estimated values).
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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