you should also write to the r-finance special interest group. also, you can do all that stuff yourself using the R tools/functions etc but I don't know of such functions have already been written. joe byers may be able to answer the question. my guess is that, if these sort of things have been written, they haven't been done in an available package but I could be wrong.
-----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Sent: Sunday, November 12, 2006 4:54 PM To: [email protected] Subject: [R] looking for functions that can test/estimate CAMPM, APT,Fama's factor model, etc. Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are programs do these interesting statistical things, but I just could not find where are they... I have found for Matlab there are quite a few interesting experiments that I can play with: http://www.mathworks.com/products/finance/demos.html?file=/products/demo s/shipping/finance/capmdemo.html But I really hope R can give me more resources and more functionalities esp. considering it is an open source and open platform among statisticians... Thanks a lot! [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
