ffModelLM: Generates lm models for one or more funds using Fama-French...
In rexmacey/fundAnalysis: Provides Analytics on Mututal Funds and ETFs
Description
Usage
Arguments
Value
Examples
Description
Generates lm models for one or more funds using Fama-French data as independent variables
Usage
1
Arguments
rets
List of returns such as generated by convertPricesToReturns()
ff_data
Fama-French data in same frequency as Y
s
Start date
e
End date
n
Number of observations
Value
List of lm models
Examples
1
ffModelLM(rets, ff_data)
rexmacey/fundAnalysis documentation built on Dec. 2, 2019, 5:50 p.m.
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Description Usage Arguments Value Examples
Description
Generates lm models for one or more funds using Fama-French data as independent variables
Usage
1 |
Arguments
rets |
List of returns such as generated by convertPricesToReturns() |
ff_data |
Fama-French data in same frequency as Y |
s |
Start date |
e |
End date |
n |
Number of observations |
Value
List of lm models
Examples
1 | ffModelLM(rets, ff_data)
|
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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