The Stock Portfolio Performance (SPP) data set.

datasets

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Guangbao Guo

DLEGFM

Distributed Loading Estimation for General Factor Model

Yaping Li

SPP function

<dl>
 <dt><code>X1</code></dt>
<dd>a numeric vector</dd> <dt><code>X2</code></dt>
<dd>a numeric vector</dd> <dt><code>X3</code></dt>
<dd>a numeric vector</dd> <dt><code>X4</code></dt>
<dd>a numeric vector</dd> <dt><code>X5</code></dt>
<dd>a numeric vector</dd> <dt><code>X6</code></dt>
<dd>a numeric vector</dd> <dt><code>X7</code></dt>
<dd>a numeric vector</dd> <dt><code>X8</code></dt>
<dd>a numeric vector</dd> <dt><code>X9</code></dt>
<dd>a numeric vector</dd> <dt><code>X10</code></dt>
<dd>a numeric vector</dd> 
</dl>

Format

Stock Portfolio Performance — SPP

<dl>
 <dt><code>X1</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X2</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X3</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X4</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X5</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X6</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X7</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X8</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X9</code></dt>
<dd>a numeric vector</dd>

 <dt><code>X10</code></dt>
<dd>a numeric vector</dd>

 
</dl>

SPP: Stock Portfolio Performance

Description

Usage

Arguments

Format

Details

References

Examples