R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
facmodCS
View on CRAN: Click
here
Download and install facmodCS package within the R console
Install from CRAN:
install.packages("facmodCS")
Install from Github:
library("remotes")
install_github("cran/facmodCS") Install by package version:
library("remotes")
install_version("facmodCS", "1.0") Attach the package and use:
library("facmodCS")
Maintained by
Mido Shammaa
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-06-15
Latest Update: 2023-06-15
Description:
Linear cross-section factor model fitting with least-squares
and robust fitting the 'lmrobdetMM()' function from 'RobStatTM'; related
volatility, Value at Risk and Expected Shortfall risk and performance
attribution (factor-contributed vs idiosyncratic returns);
tabular displays of risk and performance reports;
factor model Monte Carlo. The package authors would like to thank Chicago
Research on Security Prices,LLC for the cross-section of about 300
CRSP stocks data (in the data.table object 'stocksCRSP', and S&P GLOBAL MARKET
INTELLIGENCE for contributing 14 factor scores (a.k.a "alpha factors".and
"factor exposures") fundamental data on the 300 companies in the data.table
object 'factorSPGMI'. The 'stocksCRSP' and 'factorsSPGMI' data are not covered by
the GPL-2 license, are not provided as open source of any kind, and they are
not to be redistributed in any form.
How to cite:
Mido Shammaa (2023). facmodCS: Cross-Section Factor Models. R package version 1.0, https://cran.r-project.org/web/packages/facmodCS. Accessed 06 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited facmodCS R package
View facmodCS citation profile
Other R packages that facmodCS depends,
imports, suggests or enhances
Complete documentation for facmodCS
Functions, R codes and Examples using
the facmodCS R package
Some associated functions: CornishFisher . calcFLAM . convert.ffmSpec . convert . extractRegressionStats . facmodCS-package . fitFfm . fitFfmDT . fmCov . fmEsDecomp . fmRsq . fmSdDecomp . fmTstats . fmVaRDecomp . fmmcSemiParam . lagExposures . plot.ffm . portEsDecomp . portSdDecomp . portVaRDecomp . predict.ffm . print.ffm . print.ffmSpec . repExposures . repReturn . repRisk . residualizeReturns . riskDecomp.ffm . roll.fitFfmDT . specFfm . standardizeExposures . standardizeReturns . summary.ffm . tsPlotMP . vif .
Some associated R codes: CornishFisher.R . VIF.R . facmodCS-package.R . fitFfM2_rolling.R . fitFfm.R . fitFfmDT.R . fmCov.R . fmEsDecomp.R . fmRsq.R . fmSdDecomp.R . fmTstats.R . fmVaRDecomp.R . fmmcSemiParam.R . plot.ffm.R . portEsDecomp.R . portSdDecomp.R . portVaRDecomp.R . predict.ffm.R . print.ffm.R . repExposures.R . repReturn.R . repRisk.R . riskDecomp.R . summary.ffm.R . tsPlotMP.R . Full facmodCS package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
SAMBA
Health research using data from electronic health records (EHR) has gained
popularity, but miscla ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Alexander Rix (view profile)
lsmeans
Obtain least-squares means for linear, generalized linear,
and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Russell Lenth (view profile)
RRedshiftSQL
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Michael Treadwell (view profile)
TMDb
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Andrea Capozio (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
28,083
R Packages
239,283
Dependencies
74,457
Author Associations
28,084
Publication Badges
