get_exp_rtn: get_exp_rtn
In raphael210/RFactorModel: A quantative tool for investment by factor Model
Description
Usage
Arguments
Examples
Description
get_exp_rtn
Usage
1
get_exp_rtn(TSF, frtn)
Arguments
frtn
a vector, or a dataframe
Examples
1
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# -- frtn as a vector
mtsf <- getMultiFactor_lcfs(ts,c("F000008","F000006"),factorRefine = refinePar_default("scale"))
re <- get_exp_rtn(mtsf,c(0.1,0.3))
# -- frtn as a dataframe
mtsfr <- getTSR(mtsf)
reg_res <- reg.TSFR(mtsfr)
frtn <- getfRtn(reg_results = reg_res)
re2 <- get_exp_rtn(mtsf,frtn)
raphael210/RFactorModel documentation built on May 26, 2019, 11:06 p.m.
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Description Usage Arguments Examples
Description
get_exp_rtn
Usage
1 | get_exp_rtn(TSF, frtn)
|
Arguments
frtn |
a vector, or a dataframe |
Examples
1 2 3 4 5 6 7 8 | # -- frtn as a vector
mtsf <- getMultiFactor_lcfs(ts,c("F000008","F000006"),factorRefine = refinePar_default("scale"))
re <- get_exp_rtn(mtsf,c(0.1,0.3))
# -- frtn as a dataframe
mtsfr <- getTSR(mtsf)
reg_res <- reg.TSFR(mtsfr)
frtn <- getfRtn(reg_results = reg_res)
re2 <- get_exp_rtn(mtsf,frtn)
|
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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