FactorMAP

Estimation and inference for factor models in Asset Pricing.

Alberto Quaini: Aut, Cre

Ali Moin: Aut

Gustavo Freire: Ctb

Installation

You can install the development version of FactorMAP from GitHub with:

# install.packages("devtools")
devtools::install_github("a91quaini/FactorMAP")

Example

This is a basic example which shows you how to solve a common problem:

library(FactorMAP)
## basic example code