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

<dl><dt>model</dt>
<dd>statistical factor model estimated via 
<code>statistical.factor.model</code></dd>
<dt>...</dt>
<dd>not currently used</dd></dl>

Arguments

Author

Covariance Estimate — extractCovariance

<dl>

<dt>model</dt>
<dd>statistical factor model estimated via 
<code>statistical.factor.model</code></dd>


<dt>...</dt>
<dd>not currently used</dd>

</dl>

extractCovariance: Covariance Estimate

Description

Usage

Value

Arguments

Author

See Also