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depscope/cran/intrinsicFRP

intrinsicFRP

cranv2.1.0

An R Package for Factor Model Asset Pricing. Functions for evaluating and testing asset pricing models, including estimation and testing of factor risk premia, selection of "strong" risk factors (factors having nonzero population correlation with test asset returns), heteroskedasticity and autocorrelation robust covariance matrix estimation an

License GPL (>= 3)0 versions1 maintainers3 deps64 weekly dl
a91quaini/intrinsicFRP
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0/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
community
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0
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Dependencies (3)
glmnetgraphicsRcpp
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First published · 2024-04-15 22:49:55

Last updated · 2024-04-15T20:10:02+00:00

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