
  Dataset from Osorio and Galea (2015) on the Chilean pension funds. The data corresponds to monthly returns of
  pension funds of four Pension Fund Managers (PFMs), namely Cuprum, Habitat, PlanVital and ProVida corresponding
  to the funds A, B, C, D and E, decreasing in terms of risk, in the period from August 2005 to December 2013.


datasets

Routines to perform estimation and inference under the multivariate t-distribution.
Currently, the following methodologies are implemented: multivariate mean and covariance
estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances,
the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate
generation. Some auxiliary functions are also provided.

Felipe Osorio

Estimation and Testing for the Multivariate t-Distribution

PFM function

A data frame with 101 observations and 21 columns including the <code>date</code> and variables <code>cuprum</code>, <code>habitat</code>,
  <code>planvital</code> and <code>provida</code>, each variable is related to the funds A, B, C, D, and E.

Format

Osorio, F., and Galea, M. (2015).
  Statistical inference in multivariate analysis using the t-distribution.
  Unpublished manuscript.

PFM: Returns from the Chilean Pension Funds

Description

Usage

Arguments

Format

Source