Man pages for QuantAndrew/QUtility

aggr.quoteaggr.quote
aggr.rtnaggr.rtn
annulizedannualized functions
brkQTbracket a series of string#'
check.colnamescheck.colnames
check.name_existcheck.name_exist
cut.Date2cut.Date2
findInterval.rightClosedfindInterval.rightClosed
getBiCopGet bivariate random variables
getEventRtngetEventRtn
ggplot.corrggplot.corplot
ggplot.Drawdownggplot.Drawdown
ggplot.rtnBarggplot.rtnBar
ggplot.rtnHistggplot.rtnHist
ggplots.PerformanceSummaryggplots.PerformanceSummary
ggplots.RollingPerformanceggplots.RollingPerformance
ggplot.ts.areaggplot.ts.area
ggplot.ts.barggplot.ts.bar
ggplot.ts.lineggplot.ts.line
ggplot.WealthIndexggplot.WealthIndex
hitRatiohitRatio
html.charactershtml.characters
html.initfilehtml.initfile
html.plothtml.plot
lag.dflag.df
lag.mlag.m
ls.classls.class
melt.tsmelt.ts
merge.xmerge.x
multiplotmultiplot
multiplot_facetmultiplot_facet
periodicity_Ndaysperiodicity_Ndays
QTQuote a character string
QUtilityQUtility
renameColRename columns in a matrix or a dataframe.
Return.backtestingCalculates weighted returns for a portfolio of assets
ReturnsReturns
rollingPerformancerollingPerformance
rtn.lastperiodsrtn.lastperiods
rtn.periodsrtn.periods
rtn.statsrtn.stats
rtn.summaryrtn.summary
scale_estiscale_esti
substrRightsubstrRight
vlookupvlookup
vlookup.dfvloolup.df
WealthIndexWealthIndex
QuantAndrew/QUtility documentation built on Dec. 28, 2017, 12:03 a.m.