API for ffp
Fully Flexible Probabilities for Stress Testing and Portfolio Construction
| Global functions | |
|---|---|
| DoubleDecay | Man page Source code |
| any_is_date | Source code |
| any_is_double | Source code |
| as_ffp | Man page Source code |
| as_ffp.default | Man page Source code |
| as_ffp.integer | Man page Source code |
| assert_is_equal_size | Source code |
| assert_is_logical | Source code |
| assert_is_probability | Source code |
| assert_is_univariate | Source code |
| assert_kernel_mean | Source code |
| assert_kernel_sigma | Source code |
| autoplot.ffp | Man page Source code |
| bind_probs | Man page Source code |
| bind_views | Man page Source code |
| bootstrap_scenarios | Man page Source code |
| bootstrap_scenarios.data.frame | Man page Source code |
| bootstrap_scenarios.matrix | Man page Source code |
| bootstrap_scenarios.numeric | Man page Source code |
| bootstrap_scenarios.tbl | Man page Source code |
| bootstrap_scenarios.ts | Man page Source code |
| bootstrap_scenarios.xts | Man page Source code |
| check_input | Man page |
| check_input.default | Man page |
| check_input.double | Man page |
| check_input.matrix | Man page |
| check_input.numeric | Man page |
| check_input.tbl_df | Man page |
| check_input.xts | Man page |
| construct_view_on_copula | Source code |
| construct_view_on_correlation | Source code |
| construct_view_on_covariance | Source code |
| construct_view_on_joint_distribution | Source code |
| construct_view_on_marginal_distribution | Source code |
| construct_view_on_mean | Source code |
| construct_view_on_rank | Source code |
| construct_view_on_volatility | Source code |
| crisp | Man page Source code |
| crisp.data.frame | Man page Source code |
| crisp.default | Man page Source code |
| crisp.matrix | Man page Source code |
| crisp.numeric | Man page Source code |
| crisp.tbl_df | Man page Source code |
| crisp.ts | Man page Source code |
| crisp.xts | Man page Source code |
| db | Man page |
| db_tbl | Man page |
| double_decay | Man page Source code |
| double_decay.data.frame | Man page Source code |
| double_decay.default | Man page Source code |
| double_decay.matrix | Man page Source code |
| double_decay.numeric | Man page Source code |
| double_decay.tbl | Man page Source code |
| double_decay.ts | Man page Source code |
| double_decay.xts | Man page Source code |
| empirical_stats | Man page Source code |
| empirical_stats.data.frame | Man page Source code |
| empirical_stats.default | Man page Source code |
| empirical_stats.matrix | Man page Source code |
| empirical_stats.numeric | Man page Source code |
| empirical_stats.tbl_df | Man page Source code |
| empirical_stats.ts | Man page Source code |
| empirical_stats.xts | Man page Source code |
| ens | Man page Source code |
| entropy_pooling | Man page Source code |
| ep_nlminb | Source code |
| ep_solnl | Source code |
| exp_decay | Man page Source code |
| exp_decay.data.frame | Man page Source code |
| exp_decay.default | Man page Source code |
| exp_decay.matrix | Man page Source code |
| exp_decay.numeric | Man page Source code |
| exp_decay.tbl | Man page Source code |
| exp_decay.ts | Man page Source code |
| exp_decay.xts | Man page Source code |
| ffp | Man page Source code |
| ffp-vctrs | Man page |
| ffp_moments | Man page Source code |
| ffp_moments.data.frame | Man page Source code |
| ffp_moments.default | Man page Source code |
| ffp_moments.matrix | Man page Source code |
| ffp_moments.numeric | Man page Source code |
| ffp_moments.tbl_df | Man page Source code |
| ffp_moments.xts | Man page Source code |
| ffp_moments_ | Source code |
| fit_to_moments | Man page Source code |
| half_life | Man page Source code |
| is_ffp | Man page Source code |
| kernel_entropy | Man page Source code |
| kernel_entropy.data.frame | Man page Source code |
| kernel_entropy.default | Man page Source code |
| kernel_entropy.matrix | Man page Source code |
| kernel_entropy.numeric | Man page Source code |
| kernel_entropy.tbl_df | Man page Source code |
| kernel_entropy.ts | Man page Source code |
| kernel_entropy.xts | Man page Source code |
| kernel_normal | Man page Source code |
| kernel_normal.data.frame | Man page Source code |
| kernel_normal.default | Man page Source code |
| kernel_normal.matrix | Man page Source code |
| kernel_normal.numeric | Man page Source code |
| kernel_normal.tbl_df | Man page Source code |
| kernel_normal.ts | Man page Source code |
| kernel_normal.xts | Man page Source code |
| least_info_kernel | Man page Source code |
| make_crisp | Source code |
| make_decay | Source code |
| make_double_decay | Source code |
| make_empirical_stats | Source code |
| make_kernel_entropy | Source code |
| make_kernel_normal | Source code |
| make_scenarios | Source code |
| new_ffp | Man page Source code |
| obj_print_data.ffp | Man page Source code |
| obj_print_data.ffp_views | Source code |
| obj_print_header.ffp_views | Source code |
| plot.ffp | Man page Source code |
| relative_entropy | Man page Source code |
| scenario_density | Man page Source code |
| scenario_histogram | Man page Source code |
| vec_arith.ffp | Man page Source code |
| vec_cast.double.ffp | Man page Source code |
| vec_cast.ffp.double | Man page Source code |
| vec_cast.ffp.ffp | Man page Source code |
| vec_math.ffp | Man page Source code |
| vec_ptype2.double.ffp | Man page Source code |
| vec_ptype2.ffp.double | Man page Source code |
| vec_ptype2.ffp.ffp | Man page Source code |
| vec_ptype_abbr.ffp | Man page Source code |
| view_on_copula | Man page Source code |
| view_on_copula.default | Man page Source code |
| view_on_copula.matrix | Man page Source code |
| view_on_copula.tbl_df | Man page Source code |
| view_on_copula.xts | Man page Source code |
| view_on_correlation | Man page Source code |
| view_on_correlation.default | Man page Source code |
| view_on_correlation.matrix | Man page Source code |
| view_on_correlation.tbl_df | Man page Source code |
| view_on_correlation.xts | Man page Source code |
| view_on_covariance | Man page Source code |
| view_on_covariance.default | Man page Source code |
| view_on_covariance.matrix | Man page Source code |
| view_on_covariance.tbl_df | Man page Source code |
| view_on_covariance.xts | Man page Source code |
| view_on_joint_distribution | Man page Source code |
| view_on_joint_distribution.default | Man page Source code |
| view_on_joint_distribution.matrix | Man page Source code |
| view_on_joint_distribution.tbl_df | Man page Source code |
| view_on_joint_distribution.xts | Man page Source code |
| view_on_marginal_distribution | Man page Source code |
| view_on_marginal_distribution.default | Man page Source code |
| view_on_marginal_distribution.matrix | Man page Source code |
| view_on_marginal_distribution.tbl_df | Man page Source code |
| view_on_marginal_distribution.xts | Man page Source code |
| view_on_mean | Man page Source code |
| view_on_mean.default | Man page Source code |
| view_on_mean.matrix | Man page Source code |
| view_on_mean.tbl_df | Man page Source code |
| view_on_mean.xts | Man page Source code |
| view_on_rank | Man page Source code |
| view_on_rank.default | Man page Source code |
| view_on_rank.matrix | Man page Source code |
| view_on_rank.tbl_df | Man page Source code |
| view_on_rank.xts | Man page Source code |
| view_on_volatility | Man page Source code |
| view_on_volatility.default | Man page Source code |
| view_on_volatility.matrix | Man page Source code |
| view_on_volatility.tbl_df | Man page Source code |
| view_on_volatility.xts | Man page Source code |
