Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

extractCoskewness

Coskewness Estimate

Description

Extract the coskewness matrix estimate from a statistical factor model

Usage

extractCoskewness(model, ...)

Arguments

model

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

not currently used

Value

coskewness 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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.