Man pages for YRmisc
Y&R Miscellaneous R Functions
| cor.lag | Lag/Lead Correlation |
| cor.spearman | Spearman rank correlation |
| cv.annu.fv | Calculate future value of annuity |
| cv.annu.pv | Calculate present value of annuity |
| cv.axp | Create logarithm with a random base |
| cv.bondprice | Calculate the plain vanilla bond price |
| cv.diff | Calculating the difference of a time series |
| cv.drawdown | Largest draw down of returns |
| cv.lag | Create a lag variable |
| cv.lead | Create a lead variable |
| cv.logs | Create logarithm with a random base |
| cv.pctcng | Calculating rate of return of a vector |
| cv.powers | Create nth power variable |
| df.sortcol | Sort a data frame by a column |
| df.stack | Stack data frame by one classifier |
| ds.corm | Correlation matrix |
| ds.kurt | Calculating kurtosis for numeric data. |
| ds.mode | Calculating mode for numeric data |
| ds.skew | Calculating skewness for numeric data |
| ds.summ | Descriptive statistics of a data frame |
| pl.2ts | Time series plot for two variables |
| pl.2tsgg | Time series plot for two variables with ggplot2 |
| pl.3smoothtxt | Scatter smooth plot with text overlay |
| pl.3smoothtxtgg | Scatter smooth plot with text overlay using ggplot2 |
| pl.3txt | Scatter plot with text overlay |
| pl.3txtgg | Scatter plot with text overlay with ggplot2 |
| pl.coplot | Scatter plot of x and y divided by z |
| pl.hist | Plot histograms for a data frame |
| pl.histgg | Plot histograms for a data frame with ggplot2 |
| pl.hs | Plot histograms and scatter plots for a data frame |
| pl.hsd | Plot histogram with density line for a data frame |
| pl.hsdgg | Plot histograms for a data frame with ggplot2 |
| pl.mv | Plot mean-variance simulation result |
| pl.s | Plot scatter plots for a data frame |
| pl.sgg | Plot scatter plots for a data frame using ggplot2 |
| pl.sm | Plot scatter smooth plots for a data frame |
| pl.smgg | Plot scatter plots with smooth line for a data frame using... |
| pl.ts | Plot time series plots for a data frame |
| pl.tsgg | Plot times series plot for a data frame with ggplot2 |
| pl.tss | Time series plot with multiple variables |
| pt.alpha | Stock return alpha |
| pt.annexrtn | Annualized excess return |
| pt.annrtn | Annualized return |
| pt.annsd | Annualized standard deviation |
| pt.beta | Stock return beta |
| pt.bias | Bias ratio |
| pt.btavg | Batting average |
| pt.cmexrtn | Cumulative excess return |
| pt.cmrtn | Cumulative return |
| pt.dalpha | Dual-alpha |
| pt.dbeta | Dual-beta |
| pt.exploss | Expected loss |
| pt.hismv | Mean-variance model with historical average returns and... |
| pt.info | Information ratio |
| pt.jalpha | Jensen's alpha |
| pt.m2 | Modigliani risk-adjusted performance |
| pt.probloss | Probability of loss |
| pt.roy | Roy's safety-first criterion |
| pt.sdexrtn | Standard deviation of excess return |
| pt.semivar | Semivariance of loss |
| pt.sharp | Sharp ratio |
| pt.sortino | Sortino ratio |
| pt.te | Tracking error |
| pt.treynor | Treynor ratio |
| pt.udrtn | Average up and down returns |
| pt.updwcap | Up and down capture |
| reg.adj.r.squared | Adjusted R-squared for lm.fit |
| reg.aic | AIC for lm.fit |
| reg.bic | BIC for lm.fit |
| reg.dof | Degree of freedom for lim.fit |
| reg.dw | Durbin-Watson Test |
| reg.linreg | Linear regression processor |
| reg.model | Linear model generator |
| reg.r.squared | R-squared for lm.fit |
| reg.std.err | Standard error for lim.fit |
| tr.log | Sigmoid function |
| tr.logtb | Logistic function |
| tr.nd | Normal density function |
| tr.unli | Unit normal loss integral |
| xd.fred | Download data from Federal Reserve Bank of St. Louis |
| xd.fred.tickers | Federal Reserve Bank of St. Louis Economic Data Tickers |
