API for FactorAnalytics
Functions for performing factor analysis on financial time series

Global functions
bootstrapFactorESdecomposition Source code
bootstrapFactorVaRdecomposition Source code
chart.RollingStyle Man page Source code
chart.Style Man page
factorModelCovariance Source code
factorModelFactorRiskDecomposition Source code
factorModelGroupRiskDecomposition Source code
factorModelPortfolioRiskDecomposition Source code
factorModelRiskDecomposition Source code
factorModelSimulation Source code
scenarioPredictions Source code
scenarioPredictionsPortfolio Source code
style.QPfit Man page
style.fit Man page
table.RollingStyle Man page Source code
FactorAnalytics documentation built on May 31, 2017, 3:29 a.m.