extractCokurtosis

statistical factor model estimated via 
<code><a rd-options="" href="/link/statistical.factor.model?package=PortfolioAnalytics&version=1.1.0" data-mini-rdoc="PortfolioAnalytics::statistical.factor.model">statistical.factor.model</a></code>

model

&#8230;

Extract the cokurtosis matrix estimate from a statistical factor model

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

extractCokurtosis function

statistical factor model estimated via 
<code><a rd-options='' href='statistical.factor.model'>statistical.factor.model</a></code>

extractCokurtosis: Cokurtosis Estimate

Description

Usage

Arguments

Value

See Also