extractCovariance

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 covariance 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

extractCovariance function

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

extractCovariance: Covariance Estimate

Description

Usage

Arguments

Value

See Also