Files in FactorAnalytics

Functions for performing factor analysis on financial time series

DESCRIPTION

NAMESPACE

sandbox/factors.csv

sandbox/FF.R sandbox/script.StyleTest.R R/factorModelRiskDecomposition.r R/style.QPfit.R R/factorModelCovariance.r R/chart.Style.R R/style.fit.R R/factorModelPortfolioRiskDecomposition.r R/scenarioPredictionsPortfolio.r R/chart.RollingStyle.R R/bootstrapFactorESdecomposition.r R/factorModelFactorRiskDecomposition.r R/bootstrapFactorVaRdecomposition.r R/factorModelGroupRiskDecomposition.r R/scenarioPredictions.r R/factorModelSimulation.r R/table.RollingStyle.R man/Style.Rd

data/factors.rda

FactorAnalytics documentation built on May 2, 2019, 5:25 p.m.