Man pages for ffp
Fully Flexible Probabilities for Stress Testing and Portfolio Construction
| autoplot | Inspection of a 'ffp' object with ggplot2 |
| bind_probs | Stack Flexible Probabilities |
| bind_views | Stack Different Views |
| bootstrap_scenarios | Flexible Probabilities Driven Bootstrap |
| check_input | Internal function used to check the validity of inputs. |
| crisp | Full Information by Market Conditioning |
| db | Dataset used in Historical Scenarios with Fully Flexible... |
| db_tbl | Dataset used in Historical Scenarios with Fully Flexible... |
| double_decay | Flexible Probabilities using Partial Information |
| DoubleDecay | Double-Decay Covariance Matrix |
| empirical_stats | Summary Statistics for Empirical Distributions |
| ens | Effective Number of Scenarios |
| entropy_pooling | Numerical Entropy Minimization |
| exp_decay | Full Information by Exponential Decay |
| ffp | Manipulate the 'ffp' Class |
| ffp_moments | Moments with Flexible Probabilities |
| ffp-vctrs | Internal vctrs methods |
| fit_to_moments | Double-Decay Covariance Matrix by Entropy-Pooling |
| half_life | Half-Life Calculation |
| kernel_entropy | Partial Information Kernel-Damping |
| kernel_normal | Full Information by Kernel-Damping |
| least_info_kernel | Least Information Kernel-Smoothing |
| relative_entropy | Relative Entropy |
| scenario_density | Plot Scenarios |
| view_on_copula | Views on Copulas |
| view_on_correlation | Views on Correlation Structure |
| view_on_covariance | Views on Covariance Matrix |
| view_on_joint_distribution | Views on Joint Distribution |
| view_on_marginal_distribution | Views on Marginal Distribution |
| view_on_mean | Views on Expected Returns |
| view_on_rank | Views on Relative Performance |
| view_on_volatility | Views on Volatility |
