sfpd.FloMo.underlying: sfpd.FloMo.underlying
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
sfpd.FloMo.underlying R Documentation
sfpd.FloMo.underlying
Description
FloMo factor
Usage
sfpd.FloMo.underlying(x, y, n, w, h = NULL)
Arguments
x
= a matrix/data frame (flows)
y
= a matrix/data frame (holdings)
n
= a matrix/data frame (FundHistory)
w
= a string vector (Flow/AssetsStart/AssetsEnd/PortfolioChange)
h
= a column vector (in FundHistory, can be NULL)
See Also
Other sfpd: sfpd.ActWtTrend,
sfpd.AllocMo, sfpd.AllocSkew,
sfpd.FloDollar, sfpd.FloMo,
sfpd.FloTrend.holdings,
sfpd.FloTrend.parameterize,
sfpd.FloTrend.underlying,
sfpd.FloTrend, sfpd.Flow,
sfpd.Holdings, sfpd.ION,
sfpd.Wt, sfpd.filter
vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.
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.
| sfpd.FloMo.underlying | R Documentation |
sfpd.FloMo.underlying
Description
FloMo factor
Usage
sfpd.FloMo.underlying(x, y, n, w, h = NULL)
Arguments
x |
= a matrix/data frame (flows) |
y |
= a matrix/data frame (holdings) |
n |
= a matrix/data frame (FundHistory) |
w |
= a string vector (Flow/AssetsStart/AssetsEnd/PortfolioChange) |
h |
= a column vector (in FundHistory, can be NULL) |
See Also
Other sfpd: sfpd.ActWtTrend,
sfpd.AllocMo, sfpd.AllocSkew,
sfpd.FloDollar, sfpd.FloMo,
sfpd.FloTrend.holdings,
sfpd.FloTrend.parameterize,
sfpd.FloTrend.underlying,
sfpd.FloTrend, sfpd.Flow,
sfpd.Holdings, sfpd.ION,
sfpd.Wt, sfpd.filter
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.