Files in EmanuelSommer/portvine
Vine Based (Un)Conditional Portfolio Risk Measure Estimation
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.github/workflows/pkgdown.yaml
.github/workflows/test-coverage.yaml
.gitignore
DESCRIPTION
LICENSE
LICENSE.md
NAMESPACE
NEWS.md
R/RcppExports.R
R/S4_classes.R
R/datadoc_and_rcpp.R
R/default_garch_spec.R
R/dvine_ordering.R
R/estimate_dependence_and_risk.R
R/estimate_marginal_models.R
R/estimate_risk_roll.R
R/rcondvinecop.R
R/risk_measures.R
R/utils.R
README.Rmd
README.md
_pkgdown.yml
codecov.yml
cran-comments.md
data/sample_returns_small.rda
man/default_garch_spec.Rd
man/est_es.Rd
man/est_var.Rd
man/estimate_risk_roll.Rd
man/figures/logo.png
man/figures/overall_estimation_approach.png
man/figures/overall_estimation_approach_cond.png
man/fitted_marginals.Rd
man/fitted_vines.Rd
man/marginal_settings-class.Rd
man/portvine_roll-class.Rd
man/risk_estimates.Rd
man/roll_residuals.Rd
man/sample_returns_small.Rd
man/vine_settings-class.Rd
pkgdown/favicon/apple-touch-icon-120x120.png
pkgdown/favicon/apple-touch-icon-152x152.png
pkgdown/favicon/apple-touch-icon-180x180.png
pkgdown/favicon/apple-touch-icon-60x60.png
pkgdown/favicon/apple-touch-icon-76x76.png
pkgdown/favicon/apple-touch-icon.png
pkgdown/favicon/favicon-16x16.png
pkgdown/favicon/favicon-32x32.png
pkgdown/favicon/favicon.ico
portvine.Rproj
src/.gitignore
src/RcppExports.cpp
src/dvinecond.cpp
tests/testthat.R
tests/testthat/test-S4accessors.R
tests/testthat/test-default_garch_spec.R
tests/testthat/test-dvine_ordering.R
tests/testthat/test-estimate_dependence_and_risk.R
tests/testthat/test-estimate_marginal_models.R
tests/testthat/test-estimate_risk_roll.R
tests/testthat/test-marginal_settings.R
tests/testthat/test-rcondvinecop.R
tests/testthat/test-risk_measures.R
tests/testthat/test-utils.R
tests/testthat/test-vine_settings.R
vignettes/.gitignore
vignettes/articles/cond_perf_influence_n_samples.png
vignettes/articles/cond_perf_influence_quantiles.png
vignettes/articles/cond_perf_influence_vars.png
vignettes/articles/conddvine4colored.png
vignettes/articles/nested_parallel2_3_process.png
vignettes/articles/onestep_rm_estimate_cond.png
vignettes/articles/onestep_rm_estimate_onestepparams.png
vignettes/articles/onestep_rm_estimate_rollparams.png
vignettes/articles/onestep_rm_estimate_uncond.png
vignettes/articles/parallel.Rmd
vignettes/articles/theory.Rmd
vignettes/articles/uncond_perf_influence_n_samples.png
vignettes/articles/uncond_perf_influence_vars.png
vignettes/get_started.Rmd
