| assetDecomp | Decompose portfolio risk into individual asset contributions... |
| chartCusum | cusumActMgr Plots |
| chartRobRisk | 'riskBudget' Plots |
| CommonFactors | Factor set of several commonly used factors |
| CornishFisher | Cornish-Fisher expansion |
| cusumActMgr | Using Statistical Process Control to Monitor Active... |
| cusumData | Parvest and Russell2500 |
| exposuresTseries | Time series plots of Style Exposures |
| factorDataSetDjia | DJIA stocks Compustat factors 14yrs |
| factorDataSetDjia5Yrs | DJIA stocks Compustat factors 5yrs |
| fitFfm | Fit a fundamental factor model using cross-sectional... |
| fitSfm | Fit a statistical factor model using principal component... |
| fitTsfm | Fit a time series factor model using time series regression |
| fitTsfm.control | List of control parameters for 'fitTsfm' |
| fitTsfmLagBeta | Fit a lagged Betas factor model using time series regression |
| fitTsfmMT | Fit a market timing time series factor model |
| fitTsfmUpDn | Fit a up and down market factor model using time series... |
| fmCov | Covariance Matrix for assets' returns from fitted factor... |
| fmEsDecomp | Decompose ES into individual factor contributions |
| fmmc | Compute fmmc objects that can be used for calcuation of... |
| fmmc.estimate.se | Main function to calculate the standard errror of the... |
| fmmcSemiParam | Semi-parametric factor model Monte Carlo |
| fmRsq | Factor Model R-Squared and Adj R-Squared Values |
| fmSdDecomp | Decompose standard deviation into individual factor... |
| fmTstats | t-stats and Plots for a fitted Fundamental Factor Model |
| fmVaRDecomp | Decompose VaR into individual factor contributions |
| managers | Hypothetical Alternative Asset Manager and Benchmark Data |
| managers.ffm | managers data for ffm |
| mktSP | S&P 500 Returns |
| mktUS | US Market Returns |
| paFm | Compute cumulative mean attribution for factor models |
| plot.ffm | Plots from a fitted fundamental factor model |
| plot.pafm | plot '"pafm"' object |
| plot.sfm | Plots from a fitted statistical factor model |
| plot.tsfm | Plots from a fitted time series factor model |
| plot.tsfmUpDn | Plot actual against fitted values of up and down market time... |
| portEsDecomp | Decompose portfolio ES into individual factor contributions |
| portSdDecomp | Decompose portfolio standard deviation into individual factor... |
| portVaRDecomp | Decompose portfolio VaR into individual factor contributions |
| portVolDecomp | Decompose portfolio variance risk into factor/residual risk |
| predict.ffm | Predicts asset returns based on a fitted fundamental factor... |
| predict.sfm | Predicts asset returns based on a fitted statistical factor... |
| predict.tsfm | Predicts asset returns based on a fitted time series factor... |
| predict.tsfmUpDn | Predicts asset returns based on a fitted up and down market... |
| print.ffm | Prints a fitted fundamental factor model |
| print.pafm | Print object of class '"pafm"'. |
| print.sfm | Prints a fitted statistical factor model |
| print.tsfm | Prints a fitted time series factor model |
| print.tsfmUpDn | Prints out a fitted up and down market time series factor... |
| repExposures | Portfolio Exposures Report |
| repReturn | Portfolio return decomposition report |
| repRisk | Decompose portfolio risk into individual factor contributions... |
| riskDecomp | Decompose Risk into individual factor contributions |
| riskFreeRate | Risk-free rates |
| robRiskBudget | Simple and Robust Risk Budgeting with Expected Shortfall |
| RussellData | Russell data |
| simulateARL | Simulation for thresholds of the Lindley's recursion |
| Stock.df | Fundamental and return data for 447 NYSE stocks |
| StockReturns | Stock Return Data |
| stocks145scores6 | CRSP stocks Capital IQ scores |
| summary.cusumActMgr | Summarizing a cusumActMgr object |
| summary.ffm | Summarizing a fitted fundamental factor model |
| summary.pafm | summary '"pafm"' object. |
| summary.sfm | Summarizing a fitted time series factor model |
| summary.tsfm | Summarizing a fitted time series factor model |
| summary.tsfmUpDn | Summarizing a fitted up and down market time series factor... |
| TreasuryYields | Treasury yields at different maturities |
| tsPlotMP | Time Series Plots |
| vif | Factor Model Variance Inflation Factor Values |
| wtsDjiaGmv | DJIA GMV portfolio weights |
| wtsDjiaGmvLo | DJIA GMV long-only portfolio weights |
| wtsStocks145Gmv | CRSP 145 stocks GMV portfolio weights |
| wtsStocks145GmvLo | CRSP 145 stocks GMV long-only weights |
