API for R-Finance/Meucci
Collection of functionality ported from the MATLAB code of Attilio Meucci.
| Global functions | |
|---|---|
| BlackLittermanFormula | Man page |
| BlackScholesCallPrice | Man page |
| BlackScholesCallPutPrice | Man page |
| BlackScholesPutPrice | Man page |
| CMAcombination | Man page |
| CMAseparation | Man page |
| Central2Raw | Man page |
| CentralAndStandardizedStatistics | Man page |
| ComputeCVaR | Man page |
| ComputeMVE | Man page |
| ComputeMoments | Man page |
| CondProbViews | Man page |
| ConvertChangeInYield2Price | Man page |
| ConvertCompoundedReturns2Price | Man page |
| Cumul2Raw | Man page |
| DetectOutliersViaMVE | Man page |
| DoubleDecay | Man page |
| EfficientFrontierPrices | Man page |
| EfficientFrontierReturns | Man page |
| EfficientFrontierReturnsBenchmark | Man page |
| EntropyProg | Man page |
| Equities | Man page |
| FDButterflies | Man page |
| Fit2Moms | Man page |
| FitExpectationMaximization | Man page |
| FitMultivariateGarch | Man page |
| FitOU | Man page |
| FitOrnsteinUhlenbeck | Man page |
| GenFirstEigVect | Man page |
| GenPCBasis | Man page |
| GenerateLogNormalDistribution | Man page |
| GenerateUniformDrawsOnUnitSphere | Man page |
| HorizonPricing | Man page |
| InterExtrapolate | Man page |
| LeastInfoKernel | Man page |
| Log2Lin | Man page |
| LognormalCopulaPdf | Man page |
| LognormalMoments2Parameters | Man page |
| LognormalParam2Statistics | Man page |
| LongShortMeanCVaRFrontier | Man page |
| MaxEntropy | Man page |
| MaxRsqCS | Man page |
| MaxRsqTS | Man page |
| MeanTCEntropyFrontier | Man page |
| MleRecursionForStudentT | Man page |
| MvnRnd | Man page |
| NoisyObservations | Man page |
| NormalCopulaPdf | Man page |
| OUstep | Man page |
| OUstepEuler | Man page |
| PanicCopula | Man page |
| PartialConfidencePosterior | Man page |
| PerformIidAnalysis | Man page |
| PlotCompositionEfficientFrontier | Man page |
| PlotDistributions | Man page |
| PlotFrontier | Man page |
| PlotMarginalsNormalInverseWishart | Man page |
| PlotResults | Man page |
| PlotVolVsCompositionEfficientFrontier | Man page |
| Prior2Posterior | Man page |
| ProjectionStudentT | Man page |
| QuantileMixture | Man page |
| RIEfficientFrontier | Man page |
| RandNormalInverseWishart | Man page |
| Raw2Central | Man page |
| Raw2Cumul | Man page |
| RejectOutlier | Man page |
| SimulateJumpDiffusionMerton | Man page |
| StockSeries | Man page |
| StudentTCopulaPdf | Man page |
| SummStats | Man page |
| TimeSeries | Man page |
| Tweak | Man page |
| TwoDimEllipsoid | Man page |
| UsSwapRates | Man page |
| ViewCurveSlope | Man page |
| ViewImpliedVol | Man page |
| ViewRanking | Man page |
| ViewRealizedVol | Man page |
| bondAttribution | Man page |
| butterfliesAnalytics | Man page |
| covNRets | Man page |
| db | Man page |
| dbFFP | Man page |
| db_FX | Man page |
| derivatives | Man page |
| efficientFrontier | Man page |
| fILMR | Man page |
| factorsDistribution | Man page |
| fixedIncome | Man page |
| freaqEst | Man page |
| garch1f4 | Man page |
| garch2f8 | Man page |
| gaussHermiteMesh | Man page |
| hermitePolynomial | Man page |
| highYieldIndices | Man page |
| implVol | Man page |
| integrateSubIntervals | Man page |
| kernelbw | Man page |
| kernelcdf | Man page |
| kernelinv | Man page |
| kernelpdf | Man page |
| linearModel | Man page |
| linreturn | Man page |
| normalizeProb | Man page |
| pHist | Man page |
| pHistPriorPosterior | Man page |
| private_fun | Man page |
| returnsDistribution | Man page |
| robustBayesianPortfolioOptimization | Man page |
| sectorsSnP500 | Man page |
| sectorsTS | Man page |
| securitiesIndustryClassification | Man page |
| securitiesTS | Man page |
| std | Man page |
| subIntervals | Man page |
| swap2y4y | Man page |
| swapParRates | Man page |
| swaps | Man page |
