Man pages for INFOSET
Computing a New Informative Distribution Set of Asset Returns
| asset.label | Data for clustering and labeling ETFs |
| create_overlapping_windows | Function to create overlapping windows. |
| g_ret | Function to compute gross returns. |
| infoset | Procedure to find the most-left distribution set. |
| LR_cp | Function to compute Left risk measure. |
| plot_LR_cp | Plot methods for a LR_cp object |
| plot_ptf | Plot methods for a ptf_construction object |
| ptf_construction | Function to compute portfolio values |
| sample.data | Data for infoset function |
| sample.data.ts | Data with time points for portfolio construction using the... |
| summary_ptf | Plot methods for a ptf_construction object |
| tail_mixture | Function to find the most-left distribution set. |
