rbsa_calc: Calcualate a RBSA fit and regression statistics

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

Description

Calcualate a RBSA fit and regression statistics

Usage

rbsa_calc(y, x, method = "normalized", leverage = TRUE, selection = "AIC",
  scale = 12, trace = 0)

Arguments

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

Value

List with weights, regStats, fund return, benchmark (style) return, excess return

Examples

rbsa_calc(y,x)

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