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 |

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