API for portvine
Vine Based (Un)Conditional Portfolio Risk Measure Estimation
| Global functions | |
|---|---|
| .onUnload | Source code |
| cond_dvine1_cpp | Source code |
| cond_dvine2_cpp | Source code |
| cond_portvine_roll-class | Man page |
| default_garch_spec | Man page Source code |
| dvine_ordering | Source code |
| est_es | Man page Source code |
| est_risk_measures | Source code |
| est_var | Man page Source code |
| estimate_dependence_and_risk | Source code |
| estimate_marginal_models | Source code |
| estimate_risk_roll | Man page Source code |
| fitted_marginals | Man page |
| fitted_marginals,portvine_roll-method | Man page |
| fitted_vines | Man page |
| fitted_vines,portvine_roll-method | Man page |
| marginal_settings | Man page Source code |
| marginal_settings-class | Man page |
| portvine_roll-class | Man page |
| r1conddvine | Source code |
| r2conddvine | Source code |
| rcondvinecop | Source code |
| risk_estimates | Man page |
| risk_estimates,cond_portvine_roll-method | Man page |
| risk_estimates,portvine_roll-method | Man page |
| roll_residuals | Man page Source code |
| sample_returns_small | Man page |
| show,cond_portvine_roll-method | Man page |
| show,marginal_settings-method | Man page |
| show,portvine_roll-method | Man page |
| show,vine_settings-method | Man page |
| summary,cond_portvine_roll-method | Man page |
| summary,portvine_roll-method | Man page |
| vine_settings | Man page Source code |
| vine_settings-class | Man page |
