PCA: Estimate PCA loadings and create a PCA object

Description Usage Arguments Value Author(s)

Description

This function estimates the delta for hedging a particular bond given bond data

Usage

1
PCA(data, nfactors, rotate = "none")

Arguments

data

time series data

nfactors

number of components to extract

rotate

"none", "varimax", "quatimax", "promax", "oblimin", "simplimax", and "cluster" are possible rotations/transformations of the solution.

Value

pca object loadings

Author(s)

Thomas Fillebeen


GARPFRM documentation built on May 2, 2019, 5:45 p.m.

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