PCA: Estimate PCA loadings and create a PCA object
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Author(s)
Description
This function estimates the delta for hedging a particular bond
given bond data
Usage
1
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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Description Usage Arguments Value Author(s)
Description
This function estimates the delta for hedging a particular bond given bond data
Usage
1 |
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
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.
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