PortfolioAnalytics (version 1.0.3636)

extractCokurtosis: Cokurtosis Estimate

Description

Extract the cokurtosis matrix estimate from a statistical factor model

Usage

extractCokurtosis(model, ...)

Arguments

model

statistical factor model estimated via statistical.factor.model

...

not currently used

Value

cokurtosis matrix estimate

See Also

statistical.factor.model