annDownSd | Calculated Downside Volatility |
annRet | Calculate Annualized Return |
annSd | Calculate Annualized Standard Deviation |
autoRebWgt | Create time-series of rebalance weights |
calTime | Calendar time helper |
changeFreq | Change time-series frequency |
chartCone | Cone Chart of Cumulative Wealth |
checkFreq | Check frequency character |
checkRet | Check return or price time-series |
dateTrunc | Find common first and last dates for two time-series... |
downloadFRED | Download data from FRED |
downloadFrench | Download from French's datalibrary |
downloadShiller | Download from Shiller's datalibrary |
downloadTiingo | Download time-series from Tiingo |
excessRet | Excess return |
freqToScale | Convert frequency character to numeric scaler |
getIncept | Get inception of time-series |
guessFrequency | Guess time-series frequency |
matrixRet | Pivot tidy returns wider to organize by column (matrix-like) |
netFee | Net a constant fee from a time-series |
priceToRet | Convert price (level) into return (percent change) |
rebal | Combine assets into a portfolio time-series |
replNA | Utility to replace missing values |
retListToDataframe | Combine list of returns into one data.frame |
retToPrice | Convert return ( retToPrice(ret) \itemrettime-series of... |
tidyRet | Tidy up returns |
truncAtCommon | Truncate a list of time-series based on common first and last... |
truncReturns | Truncate return time-series |
vecAnnRet | Utility to Calculate Annualized Return |
xmode | Calculate mode |
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