rrw: rrw

rrwR Documentation

rrw

Description

regression results

Usage

rrw(x, y, n, w, h, u, v, g = NULL, r)

Arguments

x

= a YYYYMM (first-return date, backtest start)

y

= a YYYYMM (first-return date, backtest end)

n

= a variable vector (to regress return against)

w

= a universe (e.g. "R1Mem", or c("EafeMem", 1, "CountryCode", "JP"))

h

= a variable (neutrality group)

u

= a variable (return)

v

= a folder (must have sub-folders data/derived)

g

= a variable (to orthogonalize against)

r

= classif file

See Also

Other rrw: rrw.factors, rrw.underlying


vsrimurthy/EPFR documentation built on Aug. 14, 2024, 1:01 a.m.