Burns Statistics Financial

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Documentation for package ‘BurStFin’ version 1.02

Help Pages

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