PortfolioAnalytics (version 1.0.3636)

extractCoskewness: Coskewness Estimate

Description

Extract the coskewness matrix estimate from a statistical factor model

Usage

extractCoskewness(model, ...)

Arguments

model

statistical factor model estimated via statistical.factor.model

...

not currently used

Value

coskewness matrix estimate

See Also

statistical.factor.model