rrw.underlying: rrw.underlying

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

rrw.underlying

Description

Runs regressions

Usage

rrw.underlying(x, y, n, w, h, u, v, g)

Arguments

x	= a YYYYMM (first-return date)
y	= a variable vector
n	= a universe (e.g. "R1Mem"/c("EafeMem", 1, "CountryCode", "JP"))
w	= a variable (neutrality group)
h	= a variable (return)
u	= a folder (has subfolders derived/data)
v	= a variable (to orthogonalize against)
g	= classif file

See Also

Other rrw: rrw.factors, rrw

vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.