alpha.proxy |
Compute and Plot Alpha Proxy |
factor.model.stat |
Estimate Variance Matrix via Statistical Factors |
fitted.statfacmodBurSt |
Variance Matrix From Statistical Factor Model |
partial.rainbow |
Create Palette Function for Part of Rainbow |
slideWeight |
Generate Time Weights Flexiibly |
threeDarr |
Combine matrices into 3D array |
var.add.benchmark |
Expand a Variance Matrix to Include a Benchmark |
var.relative.benchmark |
Transform a Variance Matrix to be Relative to a Benchmark |
var.shrink.eqcor |
Ledoit-Wolf Shrinkage Variance Estimate |