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extractCokurtosis

Cokurtosis Estimate

Description

Extract the cokurtosis matrix estimate from a statistical factor model

Usage

extractCokurtosis(model, ...)

Arguments

model

statistical factor model estimated via statistical.factor.model
...

not currently used

Value

cokurtosis matrix estimate

Author(s)

Ross Bennett

See Also

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v1.1.0
GPL-2 | GPL-3
Authors
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Initial release
2018-05-17

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