Uses of Class
com.quantfinlib.alpha.FamaMacBeth.Result

Packages that use FamaMacBeth.Result

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.

Uses of FamaMacBeth.Result in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return FamaMacBeth.Result

Modifier and Type	Method	Description
static FamaMacBeth.Result	FamaMacBeth.fit(double[][][] exposures, double[][] forwardReturns)	One-bar forward returns, raw exposures.
static FamaMacBeth.Result	FamaMacBeth.fit(double[][][] exposures, double[][] forwardReturns, int horizon, boolean standardize)	Fits the Fama-MacBeth (1973) two-pass cross-sectional regression.