Man pages for alejandro-sotolongo/InvMgmt

annDownSdCalculated Downside Volatility
annRetCalculate Annualized Return
annSdCalculate Annualized Standard Deviation
autoRebWgtCreate time-series of rebalance weights
calTimeCalendar time helper
changeFreqChange time-series frequency
chartConeCone Chart of Cumulative Wealth
checkFreqCheck frequency character
checkRetCheck return or price time-series
dateTruncFind common first and last dates for two time-series...
downloadFREDDownload data from FRED
downloadFrenchDownload from French's datalibrary
downloadShillerDownload from Shiller's datalibrary
downloadTiingoDownload time-series from Tiingo
excessRetExcess return
freqToScaleConvert frequency character to numeric scaler
getInceptGet inception of time-series
guessFrequencyGuess time-series frequency
matrixRetPivot tidy returns wider to organize by column (matrix-like)
netFeeNet a constant fee from a time-series
priceToRetConvert price (level) into return (percent change)
rebalCombine assets into a portfolio time-series
replNAUtility to replace missing values
retListToDataframeCombine list of returns into one data.frame
retToPriceConvert return ( retToPrice(ret) \itemrettime-series of...
tidyRetTidy up returns
truncAtCommonTruncate a list of time-series based on common first and last...
truncReturnsTruncate return time-series
vecAnnRetUtility to Calculate Annualized Return
xmodeCalculate mode
alejandro-sotolongo/InvMgmt documentation built on Dec. 18, 2019, 3:33 a.m.