Selection of Factors

v1.10

update version

Nearest PSD

Full Changelog: v1.8...v1.9

More Non-PSD matrices

Full Changelog: v1.7...v1.8

Deal with Non PSD matrices

Deal with Non PSD matrices

Chart Options

Full Changelog: v1.5...v1.6

Mimicking Portfolios

What's Changed

• Mimicking portfolios by @gusamarante in #3

Full Changelog: v1.4...v1.5

Color options

v1.4

update version

Add option to save charts

Add option to save charts

Full Changelog: v1.2...v1.3

[FIX] Drop loadings burning

Full Changelog: v1.1.2...v1.2

Factor Loadings

RiskPremiaTermStructure: This version adds the option to store the draws of the factor loadings and a heatmap chart for their medians

What's Changed

• Factor Loadings by @gusamarante in #2

Full Changelog: v1.0.3...v1.1