rbsa: Returns based style analysis

In rexmacey/fundAnalysis: Provides Analytics on Mututal Funds and ETFs

Description

Returns based style analysis

Usage

rbsa(r.fund, r.style, s = NULL, e = NULL, n = NULL,
  method = "normalized", leverage = TRUE, selection = "AIC", scale = 12)

Arguments

r.fund	fund returns (xts)
r.style	style returns (xts)
s	start date
e	end date
n	number of observations
method	method from Factor Analyticss package's style.fit function
leverage	leverage from Factor Analyticss package's style.fit function
selection	selection from Factor Analytics package's style.fit function
scale	number of periods in a year

Value

List of 3: weights, R.squared, and adj.R.squared

Examples

RBSA(r.fund, r.style) 

rexmacey/fundAnalysis documentation built on Dec. 2, 2019, 5:50 p.m.