Files in bplloyd/CoreHF

What the package does (short line)

.Rbuildignore

.gitignore

CoreHF.Rproj

DESCRIPTION

NAMESPACE

R/PCAfactorAnalysis.R R/RcppExports.R R/absorptionRatio.R R/accuracy_OOS.R R/analyzeJointDist.R R/analyzePort.R R/analyzeQuantilePorts.R R/autocorrAdjustments.R R/categorizeMktQuantiles.R R/charts.PerformanceSummary2.R R/compareModels.R R/cor.mtest.R R/createSlices.R R/createTimeSlices.R R/exportXTS.R R/extractFieldFromRoll.R R/extractSingleBetaroll.R R/extractSingleBetaroll2.R R/extractSingleBetaroll_old.R R/factorBetas.R R/fmmcSemiParam_with_cor.R R/getFamaFactors.R R/getSPTR.R R/getSpReturns.R R/histVsNormal.R R/impliedViews.R R/makeResids.R R/makeTSFM.R R/maxSharpe.R R/plotRQ.R R/portCalcs.R R/randomPortfolios.R R/rebalanceProRata.R R/risk_decomp.R R/rollTsfm.R R/rollVsBM.R R/rolling_pStat.R R/rp_sample_parallel.R R/table.CAPM2.R R/table.custom.R R/updateHFR.R R/updateHFs.R

data/albourne.rda

data/allocs.rda

data/cta.rda

data/data_xts.rda

data/edhec.rda

data/factors.rda

data/factors_xts.rda

data/hf.rda

data/hfri.lu.rda

data/hfri.rda

data/hfrx.lu.rda

data/hfrx.rda

data/mgr_factors.rda

data/msrv.rda

data/sp500.rda

man/CoreHF-package.Rd man/rcpparma_hello_world.Rd

src/Makevars

src/Makevars.win

src/RcppExports.cpp

src/portCalcs.cpp

src/rcpparma_hello_world.cpp

bplloyd/CoreHF documentation built on May 20, 2019, 5:05 p.m.