Description Usage Arguments Value Examples
Calcualate a RBSA fit and regression statistics
1 2 |
y |
Fund series |
x |
Style serices |
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 |
List with weights, regStats, fund return, benchmark (style) return, excess return
1 | rbsa_calc(y,x)
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