API for GuanglinHuang/SemiDMFMC
Semi Dynamic Multi-Factor Multi-Cumulants Estimation
| Global functions | |
|---|---|
| BLP.moments | Source code |
| CUM | Source code |
| ES | Source code |
| GC_est | Source code |
| GLR.test | Source code |
| ICA.GARCHSK | Source code |
| INVCUM | Source code |
| INVM | Source code |
| K | Source code |
| MFSNP_est | Source code |
| Mat.k | Source code |
| Obj.EU | Source code |
| Obj.MVaR | Source code |
| PLSVM | Source code |
| PLSVM_BW | Source code |
| Portfolio_Weight | Source code |
| SNP_est | Source code |
| SemiDMFMC | Man page Source code |
| SuperDiag | Source code |
| TVSNP.test | Source code |
| Vm | Source code |
| alpha_est_inl | Source code |
| beta.bspline | Source code |
| bs_new | Source code |
| calcSecs | Source code |
| calc_grid_points | Source code |
| calmoments | Source code |
| coef.bspline | Source code |
| cv_h1_tv | Source code |
| cv_h1_tv_cpp | Source code |
| cv_h1_tv_fix | Source code |
| cv_h1_tv_rcpp | Source code |
| cv_h2_tv | Source code |
| cv_h2_tv_cpp | Source code |
| cv_h2_tv_rcpp | Source code |
| cv_model_sel | Source code |
| dtgc | Source code |
| fnorm | Source code |
| g.inverse | Source code |
| gc_fit_moment | Source code |
| gc_predict | Source code |
| interpolate_A | Source code |
| interpolate_g | Source code |
| likelihood_gc_con | Source code |
| likelihood_gc_tv | Source code |
| likelihood_gc_tv_rcpp | Source code |
| likelihood_tgc_con | Source code |
| likelihood_tgc_tv | Source code |
| likelihood_tgc_tv_lt_rcpp | Source code |
| likelihood_tgc_tv_rcpp | Source code |
| likelihood_tgc_tv_targeting | Source code |
| likelihood_tgc_tv_targeting_lt_rcpp | Source code |
| likelihood_tgc_tv_targeting_rcpp | Source code |
| lnf_gc_tv | Source code |
| lnf_gc_tv_tar | Source code |
| lnf_tgc_tv | Source code |
| lnf_tgc_tv_lt | Source code |
| lnf_tgc_tv_tar | Source code |
| lnf_tgc_tv_tar_lt | Source code |
| mk_kernel | Source code |
| mm | Source code |
| mm_gc_z | Source code |
| mm_tgc_z | Source code |
| msged | Source code |
| msst | Source code |
| npest_tv | Source code |
| npest_tv_rcpp | Source code |
| phi | Source code |
| phi_gc | Source code |
| rescale | Source code |
| solve_hess | Source code Source code |
| tgc_fit_moment | Source code |
| tgc_predict | Source code |
