API for FinYang/stocon
Portfolio selection in a Stochastic control setting
| Global functions | |
|---|---|
| EM | Man page Source code |
| L_bound | Source code |
| OCPA | Source code |
| OCPA_analytical | Source code |
| array2list | Source code |
| beta_function | Man page Source code |
| c_function | Man page Source code |
| cv.qp_weights_do | Source code |
| cv_risk | Source code |
| evo_Wt | Source code |
| fitted.stoconMODEL | Source code |
| get_HDGF | Source code |
| get_J | Source code |
| get_JJ | Source code |
| get_Vt | Source code |
| get_Zt | Source code |
| get_Zt_pairwise | Source code |
| inverse_2by2 | Source code |
| list2array | Source code |
| new_stoconEM | Source code |
| new_stoconMODEL | Source code |
| new_stoconOCPA | Source code |
| optim_for_each_cpp | Source code |
| plot.stoconEM | Source code |
| power_u | Man page Source code |
| predict.stoconMODEL | Source code |
| print.stoconMODEL | Source code |
| qp_orig | Source code |
| qp_weights_do | Man page Source code |
| qp_weights_noc | Source code |
| round_EM | Man page Source code |
| sim_simple | Man page Source code |
| sqp_weights | Source code |
| validate_stoconEM | Source code |
| validate_stoconOCPA | Source code |
| value_varmean | Man page Source code |
| weights_lasso | Man page Source code |
| weights_lm | Man page Source code |
| weights_qp | Man page Source code |
