fmmc.estimate.se: Main function to calculate the standard errror of the...
In sangeeuw/factorAnalytics_Avinash: Factor Analytics

Description Usage Arguments Details Value Author(s)

Main function to calculate the standard errror of the estimate

1 2	fmmc.estimate.se(fmmcObjs, fun = NULL, se = FALSE, nboot = 100, parallel = FALSE)

`fmmcObjs`	A list of fmmc objects computed using .fmmc.proc and containing bootstrapped returns
`fun`	A callback function where the first argument is returns and all the other arguments are bounded to values
`se`	A flag to indicate if standard error for the estimate must be calculated
`nboot`	Number of bootstrap samples
`parallel`	A flag to indicate if multiple cpu cores must be used

This method takes in a list of fmmc objects and a callback function to compute an estimate. The first argument of the callback function must be the data bootstrapped using fmmc procedure. The remaining arguments can be suitably bound to the parameters as needed. This function can also be used to calculate the standard error using the se flag.

returns the estimates and thier standard errors given fmmc objects

Rohit Arora

sangeeuw/factorAnalytics_Avinash documentation built on May 22, 2019, 2:48 p.m.