Files in bplloyd/Core

.Rbuildignore

.gitignore

Core.Rproj

DESCRIPTION

NAMESPACE

R/PrivateFund.R R/RcppExports.R R/abbToStrategy.R R/accuracy_OOS.R R/aggregatePrivates.R R/as_ts.R R/calc_PME.R R/calc_distributionRate.R R/calc_drawdownRate.R R/calc_privatePerformance.R R/captureErrors.R R/cashFlowSimulation.R R/chart.rollingCorrelation2.R R/combineCVTS.R R/compareForecastAccuracy.R R/createTimeSlices2.R R/cull_Data.R R/cull_ggplot_data.R R/decompose_beta.R R/executeSP.R R/extractFieldFromRoll.R R/extractRolledRiskContribution.R R/extractSingleBetaroll.R R/fmmcSemiParam_with_cor.R R/fmmc_factorContribution.R R/forecastScatter.R R/forecast_accuracy.R R/forecast_errors.R R/getFamaFactors.R R/getSpReturns.R R/get_data_ggplot.R R/get_privateCashFlows.R R/get_privateCommitments.R R/get_privateHoldings.R R/get_privateValuations.R R/get_rate.R R/get_series.R R/ggCashFlows.R R/ggplot.sim.R R/hello.R R/loadFactorData.R R/loadIndices.R R/loadMLFI.R R/mae.R R/makeProxies.R R/makeResids.R R/makeTSFM.R R/make_paramString.R R/me.R R/my_cvts.R R/plot.sim.R R/plot_tsCV.R R/rank_cvts.R R/risk_decomp.R R/rmse.R R/rollTsfm2.R R/rollingForecasts.R R/rollingForecasts2.R R/rollingForecasts3.R R/rollingForecasts4.R R/rollingForecasts5.R R/rollingForecasts_exp.R R/rollingForecasts_final.R R/simulate.hybrid.R R/simulate.hybrid2.R R/simulateCashRate.R R/simulateDistRate.R R/simulate_stlm.R R/simulate_stlm_rec.R R/stlm_factory.R R/updateHFReturns.R

bestMAE.rds

bestMAE_MEneg.rds

bestMAE_last30.rds

bestMAE_last30_MEneg.rds

bestRMSE.rds

bestRMSE_MEneg.rds

bestRMSE_last30.rds

bestRMSE_last30_MEneg.rds

data/acc_results.rda

data/allocation_dollars.rda

data/allocation_weights.rda

data/coreActive.rda

data/coreFund.rda

data/coreTest.rda

data/cross_validation/MAE.rds

data/cross_validation/MAE_last30.rds

data/cross_validation/MAE_me_neg.rds

data/cross_validation/ME.rds

data/cross_validation/ME_last30.rds

data/cross_validation/RMSE.rds

data/cross_validation/RMSE_last30.rds

data/cross_validation/RMSE_me_neg.rds

data/cross_validation/bestMAE.rds

data/cross_validation/bestMAE_MEneg.rds

data/cross_validation/bestRMSE.rds

data/cross_validation/bestRMSE_MEneg.rds

data/cross_validation/cv_arima_011_300.rds

data/cross_validation/cv_arima_011_300_bc.rds

data/cross_validation/cv_arima_011_300_bc_ba.rds

data/cross_validation/cv_nnetar_11.rds

data/cross_validation/cv_nnetar_12.rds

data/cross_validation/cv_nnetar_13.rds

data/cross_validation/cv_nnetar_14.rds

data/cross_validation/cv_nnetar_21.rds

data/cross_validation/cv_nnetar_22.rds

data/cross_validation/cv_nnetar_23.rds

data/cross_validation/cv_nnetar_24.rds

data/cross_validation/cv_nnetar_31.rds

data/cross_validation/cv_nnetar_32.rds

data/cross_validation/cv_nnetar_33.rds

data/cross_validation/cv_nnetar_34.rds

data/cross_validation/cv_nnetar_41.rds

data/cross_validation/cv_nnetar_42.rds

data/cross_validation/cv_nnetar_43.rds

data/cross_validation/cv_nnetar_44.rds

data/cross_validation/cv_nnetar_bc_11.rds

data/cross_validation/cv_nnetar_bc_12.rds

data/cross_validation/cv_nnetar_bc_13.rds

data/cross_validation/cv_nnetar_bc_14.rds

data/cross_validation/cv_nnetar_bc_21.rds

data/cross_validation/cv_nnetar_bc_22.rds

data/cross_validation/cv_nnetar_bc_23.rds

data/cross_validation/cv_nnetar_bc_24.rds

data/cross_validation/cv_nnetar_bc_31.rds

data/cross_validation/cv_nnetar_bc_32.rds

data/cross_validation/cv_nnetar_bc_33.rds

data/cross_validation/cv_nnetar_bc_34.rds

data/cross_validation/cv_nnetar_bc_41.rds

data/cross_validation/cv_nnetar_bc_42.rds

data/cross_validation/cv_nnetar_bc_43.rds

data/cross_validation/cv_nnetar_bc_44.rds

data/cross_validation/cv_stlm_arima_11.rds

data/cross_validation/cv_stlm_arima_13.rds

data/cross_validation/cv_stlm_arima_19.rds

data/cross_validation/cv_stlm_arima_25.rds

data/cross_validation/cv_stlm_arima_31.rds

data/cross_validation/cv_stlm_arima_37.rds

data/cross_validation/cv_stlm_arima_43.rds

data/cross_validation/cv_stlm_arima_49.rds

data/cross_validation/cv_stlm_arima_7.rds

data/cross_validation/cv_stlm_arima_9.rds

data/cross_validation/cv_stlm_arima_Periodic.rds

data/cross_validation/cv_stlm_arima_bc_11.rds

data/cross_validation/cv_stlm_arima_bc_13.rds

data/cross_validation/cv_stlm_arima_bc_19.rds

data/cross_validation/cv_stlm_arima_bc_25.rds

data/cross_validation/cv_stlm_arima_bc_31.rds

data/cross_validation/cv_stlm_arima_bc_37.rds

data/cross_validation/cv_stlm_arima_bc_43.rds

data/cross_validation/cv_stlm_arima_bc_49.rds

data/cross_validation/cv_stlm_arima_bc_7.rds

data/cross_validation/cv_stlm_arima_bc_9.rds

data/cross_validation/cv_stlm_arima_bc_Periodic.rds

data/cross_validation/cv_stlm_arima_bc_ba_11.rds

data/cross_validation/cv_stlm_arima_bc_ba_13.rds

data/cross_validation/cv_stlm_arima_bc_ba_19.rds

data/cross_validation/cv_stlm_arima_bc_ba_25.rds

data/cross_validation/cv_stlm_arima_bc_ba_31.rds

data/cross_validation/cv_stlm_arima_bc_ba_37.rds

data/cross_validation/cv_stlm_arima_bc_ba_43.rds

data/cross_validation/cv_stlm_arima_bc_ba_49.rds

data/cross_validation/cv_stlm_arima_bc_ba_7.rds

data/cross_validation/cv_stlm_arima_bc_ba_9.rds

data/cross_validation/cv_stlm_arima_bc_ba_Periodic.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_11.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_13.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_19.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_25.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_31.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_37.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_43.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_49.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_7.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_9.rds

data/cross_validation/cv_stlm_arima_bc_ba_rb_Periodic.rds

data/cross_validation/cv_stlm_arima_bc_rb_11.rds

data/cross_validation/cv_stlm_arima_bc_rb_13.rds

data/cross_validation/cv_stlm_arima_bc_rb_19.rds

data/cross_validation/cv_stlm_arima_bc_rb_25.rds

data/cross_validation/cv_stlm_arima_bc_rb_31.rds

data/cross_validation/cv_stlm_arima_bc_rb_37.rds

data/cross_validation/cv_stlm_arima_bc_rb_43.rds

data/cross_validation/cv_stlm_arima_bc_rb_49.rds

data/cross_validation/cv_stlm_arima_bc_rb_7.rds

data/cross_validation/cv_stlm_arima_bc_rb_9.rds

data/cross_validation/cv_stlm_arima_bc_rb_Periodic.rds

data/cross_validation/cv_stlm_arima_rb_11.rds

data/cross_validation/cv_stlm_arima_rb_13.rds

data/cross_validation/cv_stlm_arima_rb_19.rds

data/cross_validation/cv_stlm_arima_rb_25.rds

data/cross_validation/cv_stlm_arima_rb_31.rds

data/cross_validation/cv_stlm_arima_rb_37.rds

data/cross_validation/cv_stlm_arima_rb_43.rds

data/cross_validation/cv_stlm_arima_rb_49.rds

data/cross_validation/cv_stlm_arima_rb_7.rds

data/cross_validation/cv_stlm_arima_rb_9.rds

data/cross_validation/cv_stlm_arima_rb_Periodic.rds

data/cross_validation/cv_stlm_ets_11.rds

data/cross_validation/cv_stlm_ets_13.rds

data/cross_validation/cv_stlm_ets_19.rds

data/cross_validation/cv_stlm_ets_25.rds

data/cross_validation/cv_stlm_ets_31.rds

data/cross_validation/cv_stlm_ets_37.rds

data/cross_validation/cv_stlm_ets_43.rds

data/cross_validation/cv_stlm_ets_49.rds

data/cross_validation/cv_stlm_ets_7.rds

data/cross_validation/cv_stlm_ets_9.rds

data/cross_validation/cv_stlm_ets_Periodic.rds

data/cross_validation/cv_stlm_ets_bc_11.rds

data/cross_validation/cv_stlm_ets_bc_13.rds

data/cross_validation/cv_stlm_ets_bc_19.rds

data/cross_validation/cv_stlm_ets_bc_25.rds

data/cross_validation/cv_stlm_ets_bc_31.rds

data/cross_validation/cv_stlm_ets_bc_37.rds

data/cross_validation/cv_stlm_ets_bc_43.rds

data/cross_validation/cv_stlm_ets_bc_49.rds

data/cross_validation/cv_stlm_ets_bc_7.rds

data/cross_validation/cv_stlm_ets_bc_9.rds

data/cross_validation/cv_stlm_ets_bc_Periodic.rds

data/cross_validation/cv_stlm_ets_bc_ba_11.rds

data/cross_validation/cv_stlm_ets_bc_ba_13.rds

data/cross_validation/cv_stlm_ets_bc_ba_19.rds

data/cross_validation/cv_stlm_ets_bc_ba_25.rds

data/cross_validation/cv_stlm_ets_bc_ba_31.rds

data/cross_validation/cv_stlm_ets_bc_ba_37.rds

data/cross_validation/cv_stlm_ets_bc_ba_43.rds

data/cross_validation/cv_stlm_ets_bc_ba_49.rds

data/cross_validation/cv_stlm_ets_bc_ba_7.rds

data/cross_validation/cv_stlm_ets_bc_ba_9.rds

data/cross_validation/cv_stlm_ets_bc_ba_Periodic.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_11.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_13.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_19.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_25.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_31.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_37.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_43.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_49.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_7.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_9.rds

data/cross_validation/cv_stlm_ets_bc_ba_rb_Periodic.rds

data/cross_validation/cv_stlm_ets_bc_rb_11.rds

data/cross_validation/cv_stlm_ets_bc_rb_13.rds

data/cross_validation/cv_stlm_ets_bc_rb_19.rds

data/cross_validation/cv_stlm_ets_bc_rb_25.rds

data/cross_validation/cv_stlm_ets_bc_rb_31.rds

data/cross_validation/cv_stlm_ets_bc_rb_37.rds

data/cross_validation/cv_stlm_ets_bc_rb_43.rds

data/cross_validation/cv_stlm_ets_bc_rb_49.rds

data/cross_validation/cv_stlm_ets_bc_rb_7.rds

data/cross_validation/cv_stlm_ets_bc_rb_9.rds

data/cross_validation/cv_stlm_ets_bc_rb_Periodic.rds

data/cross_validation/cv_stlm_ets_rb_11.rds

data/cross_validation/cv_stlm_ets_rb_13.rds

data/cross_validation/cv_stlm_ets_rb_19.rds

data/cross_validation/cv_stlm_ets_rb_25.rds

data/cross_validation/cv_stlm_ets_rb_31.rds

data/cross_validation/cv_stlm_ets_rb_37.rds

data/cross_validation/cv_stlm_ets_rb_43.rds

data/cross_validation/cv_stlm_ets_rb_49.rds

data/cross_validation/cv_stlm_ets_rb_7.rds

data/cross_validation/cv_stlm_ets_rb_9.rds

data/cross_validation/cv_stlm_ets_rb_Periodic.rds

data/current_mgrs.rda

data/cv_ddrate/AggregateDiagnostics/cvResids.rds

data/cv_ddrate/AggregateDiagnostics/cv_diagnostics.rds

data/cv_ddrate/AggregateDiagnostics/cv_diagnostics_last20.rds

data/cv_ddrate/AggregateDiagnostics/cv_diagnostics_last30.rds

data/cv_ddrate/cv_arima_011_300.rds

data/cv_ddrate/cv_arima_011_300_bc.rds

data/cv_ddrate/cv_arima_011_300_bc_ba.rds

data/cv_ddrate/cv_arima_011_300_xreg1.rds

data/cv_ddrate/cv_arima_011_300_xreg1_bc.rds

data/cv_ddrate/cv_arima_011_300_xreg1_bc_ba.rds

data/cv_ddrate/cv_arima_111_100.rds

data/cv_ddrate/cv_arima_111_100_bc.rds

data/cv_ddrate/cv_arima_111_100_bc_ba.rds

data/cv_ddrate/cv_arima_111_100_xreg1.rds

data/cv_ddrate/cv_arima_111_100_xreg12.rds

data/cv_ddrate/cv_arima_111_100_xreg123.rds

data/cv_ddrate/cv_arima_111_100_xreg123_bc.rds

data/cv_ddrate/cv_arima_111_100_xreg123_bc_ba.rds

data/cv_ddrate/cv_arima_111_100_xreg12_bc.rds

data/cv_ddrate/cv_arima_111_100_xreg12_bc_ba.rds

data/cv_ddrate/cv_arima_111_100_xreg1_bc.rds

data/cv_ddrate/cv_arima_111_100_xreg1_bc_ba.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar11.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar11_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar11_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar12.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar12_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar12_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar13.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar13_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar13_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar14.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar14_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar14_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar21.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar21_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar21_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar22.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar22_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar22_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar23.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar23_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar23_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar24.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar24_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar24_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar31.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar31_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar31_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar32.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar32_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar32_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar33.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar33_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar33_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar34.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar34_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar34_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar41.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar41_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar41_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar42.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar42_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar42_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar43.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar43_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar43_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar44.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar44_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima11_nnetar44_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar11.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar11_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar11_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar12.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar12_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar12_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar13.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar13_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar13_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar14.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar14_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar14_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar21.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar21_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar21_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar22.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar22_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar22_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar23.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar23_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar23_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar24.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar24_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar24_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar31.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar31_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar31_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar32.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar32_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar32_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar33.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar33_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar33_xreg123.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar34.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar34_bc_.rds

data/cv_ddrate/cv_hyb_arima011300_stlmarima15_nnetar34_xreg123.rds

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data/cv_ddrate/cv_stlm_ets_rb_periodic.rds

data/factors.rda

data/fama3.rda

data/fama5.rda

data/fama_mom.rda

data/fcast_net_flat.rda

data/fcasts.rda

data/fcasts_v3.rda

data/future_mgrs.rda

data/hf.rda

data/hf_xts.rda

data/lp.rda

data/mgr_alloc.rda

data/mgr_cors_fama3.rda

data/mgr_cors_fama5.rda

data/mgr_cors_mom.rda

data/mlfi_m.rda

data/priv_data_20170331.rda

hf.rds

hf_xts.rds

man/hello.Rd man/rcpp_hello.Rd

src/RcppExports.cpp

src/rcpp_hello.cpp

bplloyd/Core documentation built on May 13, 2019, 2:24 a.m.