RelValAnalysis: Relative Value Analysis
Version 1.0

Classes and functions for analyzing the performance of portfolios relative to a benchmark.

Browse man pages Browse package API and functions Browse package files

AuthorTing-Kam Leonard Wong [aut, cre]
Date of publication2014-06-26 07:40:05
MaintainerTing-Kam Leonard Wong <wongting@uw.edu>
LicenseGPL-2 | GPL-3
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("RelValAnalysis")

Man pages

applestarbucks: Monthly Stock Prices of Apple and Starbucks from Jan 1994 to...
AtlasModel: Atlas Model
capdist: Captial-distribution Objects
CapDistSlope: Slope of a Capital Distribution Curve
ConstantPortfolio: Constant-weighted Portfolio
Diversity: Diversity
DiversityPortfolio: Diversity-weighted Portfolio
EEControl: Control Term in the Energy-entropy Decomposition
EnergyEntropyDecomp: Energy-entropy Decomposition
EntropyPortfolio: Entropy-weighted Portfolio
FernholzDecomp: Fernholz's Decomposition for a Buy-and-hold Toy Market
fgp: Functionally Generated Portfolio Objects
FreeEnergy: Free Energy
GeometricMean: Geometric Mean
GetGroupWeight: Computing First and Second Level Portfolio Weights
GetLambdaWeight: Portfolio Weights of the Lambda-strategy
GetNewLambdaWeight: Portfolio Weights of the Lambda-strategy
GetWeight: Computing Portfolio Weights from a Weight Function
Invest: Investing in a Toy Market
marketmodel: Market Model Objects
ParetoCapDist: Generating a Pareto Capital Distribution
plot.capdist: Plotting Captial Distribution Objects
plot.toymkt: Plotting Toy Market Objects
print.capdist: Printing Capital Distribution Objects
print.fgp: Printing Functionally Generated Portfolio Objects
print.marketmodel: Printing Market Model Object
print.toymkt: Printing Toy Market Object
RelativeEntropy: Relative Entropy
RelValAnalysis: The RelValAnalysis Package
RenyiEntropy: Renyi Entropy
ShannonEntropy: Shannon Entropy
SimMarketModel: Simulating a Market Model
toymkt: Toy Market Objects
VolStabModel: Volatility-Stabilized Model

Functions

AtlasModel Man page Source code
CapDistSlope Man page Source code
ConstantPortfolio Man page Source code
Diversity Man page Source code
DiversityPortfolio Man page Source code
EEControl Man page Source code
EnergyEntropyDecomp Man page Source code
EntropyPortfolio Man page
FernholzDecomp Man page Source code
FreeEnergy Man page Source code
GeometricMean Man page Source code
GetGroupWeight Man page Source code
GetLambdaWeight Man page Source code
GetNewLambdaWeight Man page Source code
GetWeight Man page Source code
Invest Man page Source code
ParetoCapDist Man page Source code
RelValAnalysis Man page
RelValAnalysis-package Man page
RelativeEntropy Man page Source code
RenyiEntropy Man page Source code
ShannonEntropy Man page Source code
SimMarketModel Man page Source code
VolStabModel Man page Source code
applestarbucks Man page
capdist Man page Source code
fgp Man page Source code
marketmodel Man page Source code
plot.capdist Man page Source code
plot.toymkt Man page Source code
print.capdist Man page Source code
print.fgp Man page Source code
print.marketmodel Man page Source code
print.toymkt Man page Source code
toymkt Man page Source code
toymkt.default Man page

Files

NAMESPACE
data
data/applestarbucks.RData
R
R/capdist.R
R/toymarket.R
R/fgportfolio.R
R/portfolioweights.R
R/energyentropy.R
R/diversity.R
R/marketmodel.R
MD5
DESCRIPTION
man
man/AtlasModel.Rd
man/FreeEnergy.Rd
man/GetWeight.Rd
man/ShannonEntropy.Rd
man/capdist.Rd
man/GetGroupWeight.Rd
man/Invest.Rd
man/RelativeEntropy.Rd
man/print.marketmodel.Rd
man/ParetoCapDist.Rd
man/GeometricMean.Rd
man/applestarbucks.Rd
man/RelValAnalysis.Rd
man/print.toymkt.Rd
man/FernholzDecomp.Rd
man/RenyiEntropy.Rd
man/EntropyPortfolio.Rd
man/Diversity.Rd
man/ConstantPortfolio.Rd
man/plot.toymkt.Rd
man/marketmodel.Rd
man/DiversityPortfolio.Rd
man/SimMarketModel.Rd
man/fgp.Rd
man/GetLambdaWeight.Rd
man/plot.capdist.Rd
man/print.capdist.Rd
man/EnergyEntropyDecomp.Rd
man/GetNewLambdaWeight.Rd
man/CapDistSlope.Rd
man/EEControl.Rd
man/VolStabModel.Rd
man/toymkt.Rd
man/print.fgp.Rd
RelValAnalysis documentation built on May 19, 2017, 2:02 p.m.