Files in portvine
Vine Based (Un)Conditional Portfolio Risk Measure Estimation
MD5
NEWS.md
README.md
NAMESPACE
DESCRIPTION
LICENSE
R/RcppExports.R
R/estimate_risk_roll.R
R/estimate_marginal_models.R
R/default_garch_spec.R
R/estimate_dependence_and_risk.R
R/risk_measures.R
R/rcondvinecop.R
R/datadoc_and_rcpp.R
R/S4_classes.R
R/dvine_ordering.R
R/utils.R
src/dvinecond.cpp
src/RcppExports.cpp
inst/doc/get_started.Rmd
inst/doc/get_started.R
inst/doc/get_started.html
build/vignette.rds
tests/testthat.R
tests/testthat/test-S4accessors.R
tests/testthat/test-utils.R
tests/testthat/test-dvine_ordering.R
tests/testthat/test-estimate_marginal_models.R
tests/testthat/test-default_garch_spec.R
tests/testthat/test-estimate_risk_roll.R
tests/testthat/test-rcondvinecop.R
tests/testthat/test-estimate_dependence_and_risk.R
tests/testthat/test-marginal_settings.R
tests/testthat/test-vine_settings.R
tests/testthat/test-risk_measures.R
vignettes/get_started.Rmd
data/sample_returns_small.rda
man/est_es.Rd
man/roll_residuals.Rd
man/fitted_vines.Rd
man/sample_returns_small.Rd
man/estimate_risk_roll.Rd
man/vine_settings-class.Rd
man/marginal_settings-class.Rd
man/portvine_roll-class.Rd
man/risk_estimates.Rd
man/default_garch_spec.Rd
man/est_var.Rd
man/fitted_marginals.Rd
man/figures/overall_estimation_approach.png
man/figures/overall_estimation_approach_cond.png
man/figures/logo.png
