PCAportfolios: <PCAportfolios>
In rickycant90/BMLgarch: Econometric and Mathematic tools for market analysis and portfolio optimization.
Description
<Performing PCA on financial data and revealing the composition of each factor-representing portfolio.>
Usage
1
PCAportfolios(selection, Center = T, Scale = F, ncomp = 6)
Arguments
selection
A data.frame object.
Center
Logical, whether to center data to the mean or not, default is TRUE.
Scale
Logical, whether to standardize data or not, default is FALSE.
ncomp
Integer, number of principal components (or factors) to retain, default is 6.
rickycant90/BMLgarch documentation built on May 23, 2019, 10:36 p.m.
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Description
<Performing PCA on financial data and revealing the composition of each factor-representing portfolio.>
Usage
1 | PCAportfolios(selection, Center = T, Scale = F, ncomp = 6)
|
Arguments
selection |
A data.frame object. |
Center |
Logical, whether to center data to the mean or not, default is TRUE. |
Scale |
Logical, whether to standardize data or not, default is FALSE. |
ncomp |
Integer, number of principal components (or factors) to retain, default is 6. |
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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