API for bplloyd/CoreHF
What the package does (short line)

Global functions
CoreHF Man page
CoreHF-package Man page
PCAfactorAnalysis Source code
absorptionRatio Source code
accuracy_OOS Source code
analyzeJointDist Source code
analyzePort Source code
analyzePorts Source code
analyzePorts_cpp Source code
analyzeQuantilePorts Source code
autocorrFactor Source code
beta.sim Source code
categorizeMktQuantiles Source code
charts.PerformanceSummary2 Source code
compareModels Source code
compareRollingAR Source code
cor.mtest Source code
cor.p Source code
createSlices Source code
createTimeSlices Source code
exportXTS Source code
extractFieldFromRoll Source code
extractSingleBetaroll Source code
extractSingleBetaroll2 Source code
extractSingleBetaroll_old Source code
factorBetas Source code
fmmcSemiParam_with_cor Source code
getFamaFactors Source code
getSPTR Source code
getSpIndex Source code
getSpReturns Source code
histVsNormal Source code
impliedViews Source code
makeResids Source code
makeTSFM Source code
max.drawdown Source code
maxSharpe Source code
plotRQ Source code
plotRQ.scatter Source code
randomPortfolios Source code
rcpparma_bothproducts Man page Source code
rcpparma_hello_world Man page Source code
rcpparma_innerproduct Man page Source code
rcpparma_outerproduct Man page Source code
rcpparma_sum Source code
rebalanceProRata Source code
return.annualized Source code
return.port Source code
return_annualized_cpp Source code
return_port_cpp Source code
risk_decomp Source code
rollAbsorptionRatio Source code
rollTsfm Source code
rollVsBM Source code
roll_accuracy_OOS Source code
rolling_pStat Source code
rp_sample_parallel Source code
sharpe.annualized Source code
sharpeACFAdjusted Source code
sortAnalysis Source code
std.annualized Source code
std_cpp Source code
table.CAPM2 Source code
table.custom Source code
updateHFRI Source code
updateHFRX Source code
updateHFs Source code
volACFAdjusted Source code
bplloyd/CoreHF documentation built on July 26, 2017, 10:01 p.m.