Files in braverock/PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

.Rbuildignore

.github/.gitignore

.github/CONTRIBUTING.md .github/issue_template.md .github/pull_request_template.md

.github/workflows/R-CMD-check.yaml

.gitignore

.travis.yml

ChangeLog

ChangeLog.1.0.0

DESCRIPTION

NAMESPACE

NEWS

R/ActivePremium.R R/AdjustedSharpeRatio.R R/AppraisalRatio.R R/BernadoLedoitratio.R R/BurkeRatio.R R/CAPM.alpha.R R/CAPM.beta.R R/CAPM.dynamic.R R/CAPM.epsilon.R R/CAPM.jensenAlpha.R R/CAPM.utils.R R/CDAR.alpha.R R/CDAR.beta.R R/CalmarRatio.R R/CoMoments.R R/DRatio.R R/DownsideDeviation.R R/DownsideFrequency.R R/DownsideSharpeRatio.R R/DrawdownPeak.R R/Drawdowns.R R/ES.R R/FamaBeta.R R/Frequency.R R/HerfindahlIndex.R R/HurstIndex.R R/InformationRatio.R R/Kappa.R R/KellyRatio.R R/Level.calculate.R R/M2Sortino.R R/MM.NCE.R R/MSquared.R R/MSquaredExcess.R R/MarketTiming.R R/MartinRatio.R R/MeanAbsoluteDeviation.R R/MinTRL.R R/Modigliani.R R/MultivariateMoments.R R/NetSelectivity.R R/Omega.R R/OmegaExcessReturn.R R/OmegaSharpeRatio.R R/PainIndex.R R/PainRatio.R R/PerformanceAnalytics-package.R R/PortfolioRisk.R R/ProbSharpeRatio.R R/ProspectRatio.R R/RPESE.control.R R/RachevRatio.R R/Return.Geltner.R R/Return.annualized.R R/Return.annualized.excess.R R/Return.calculate.R R/Return.clean.R R/Return.convert.R R/Return.cumulative.R R/Return.excess.R R/Return.locScaleRob.R R/Return.portfolio.R R/Return.read.R R/Return.relative.R R/SFM.coefficients.R R/SFM.fit.models.R R/Selectivity.R R/SemiDeviation.R R/SharpeRatio.R R/SharpeRatio.annualized.R R/SkewnessKurtosisRatio.R R/SmoothingIndex.R R/SortinoRatio.R R/SpecificRisk.R R/StdDev.R R/StdDev.annualized.R R/SystematicRisk.R R/TotalRisk.R R/TrackingError.R R/TreynorRatio.R R/UlcerIndex.R R/UpDownRatios.R R/UpsideFrequency.R R/UpsidePotentialRatio.R R/UpsideRisk.R R/VaR.Marginal.R R/VaR.R R/VolatilitySkewness.R R/apply.fromstart.R R/apply.rolling.R R/chart.ACF.R R/chart.ACFplus.R R/chart.Bar.R R/chart.BarVaR.R R/chart.Boxplot.R R/chart.CaptureRatios.R R/chart.Correlation.R R/chart.CumReturns.R R/chart.Drawdown.R R/chart.ECDF.R R/chart.Events.R R/chart.Histogram.R R/chart.QQPlot.R R/chart.Regression.R R/chart.RelativePerformance.R R/chart.RiskReturnScatter.R R/chart.RollingCorrelation.R R/chart.RollingMean.R R/chart.RollingPerformance.R R/chart.RollingQuantileRegression.R R/chart.RollingRegression.R R/chart.SFM.R R/chart.Scatter.R R/chart.SnailTrail.R R/chart.StackedBar.R R/chart.TimeSeries.R R/chart.TimeSeries.base.R R/chart.TimeSeries.builtin.R R/chart.TimeSeries.dygraph.R R/chart.TimeSeries.ggplot2.R R/chart.TimeSeries.googlevis.R R/chart.TimeSeries.plotly.R R/chart.VaRSensitivity.R R/charts.Bar.R R/charts.BarVaR.R R/charts.PerformanceSummary.R R/charts.RollingPerformance.R R/charts.RollingRegression.R R/charts.TimeSeries.R R/checkData.R R/checkSeedValue.R R/findDrawdowns.R R/kurtosis.R R/legend.R R/lpm.R R/maxDrawdown.R R/mean.utils.R R/na.skip.R R/replaceTabs.R R/skewness.R R/sortDrawdowns.R R/table.AnnualizedReturns.R R/table.Arbitrary.R R/table.Autocorrelation.R R/table.CAPM.R R/table.CalendarReturns.R R/table.CaptureRatios.R R/table.Correlation.R R/table.Distributions.R R/table.DownsideRisk.R R/table.DownsideRiskRatio.R R/table.Drawdowns.R R/table.DrawdownsRatio.R R/table.HigherMoments.R R/table.InformationRatio.R R/table.MonthlyReturns.R R/table.ProbOutperformance.R R/table.RollingPeriods.R R/table.SpecificRisk.R R/table.UpDownRatios.R R/table.Variability.R R/test_returns.R R/test_weights.R R/textplot.R R/to.period.contributions.R R/utils.R R/zerofill.R R/zzz.R README.md

codeblock.txt

cran-comments.md

data/edhec.csv

data/edhec.rda

data/managers.csv

data/managers.rda

data/portfolio_bacon.csv

data/portfolio_bacon.rda

data/prices.rda

data/test_returns.rda

data/test_weights.rda

data/weights.rda

generatechangelog.sh

inst/tinytest/test_CAPM.R inst/tinytest/test_PerformanceAnalytics.R inst/tinytest/test_Return.portfolio.arithmetic.R inst/tinytest/test_Return.portfolio.geometric.R inst/tinytest/test_to.period.contributions.R man/ActivePremium.Rd man/AdjustedSharpeRatio.Rd man/AppraisalRatio.Rd man/AverageDrawdown.Rd man/AverageLength.Rd man/AverageRecovery.Rd man/BernardoLedoitRatio.Rd man/BetaCoMoments.Rd man/BurkeRatio.Rd man/CAPM.RiskPremium.Rd man/CAPM.dynamic.Rd man/CAPM.epsilon.Rd man/CAPM.jensenAlpha.Rd man/CDD.Rd man/CDaR.alpha.Rd man/CDaR.beta.Rd man/CalmarRatio.Rd man/CoMoments.Rd man/DRatio.Rd man/DownsideDeviation.Rd man/DownsideFrequency.Rd man/DownsideSharpeRatio.Rd man/DrawdownDeviation.Rd man/DrawdownPeak.Rd man/ES.Rd man/EWMAMoments.Rd man/FamaBeta.Rd man/Frequency.Rd man/HurstIndex.Rd man/InformationRatio.Rd man/Kappa.Rd man/KellyRatio.Rd man/Level.calculate.Rd man/M2Sortino.Rd man/MCA.Rd man/MSquared.Rd man/MSquaredExcess.Rd man/MarketTiming.Rd man/MartinRatio.Rd man/MeanAbsoluteDeviation.Rd man/MinTrackRecord.Rd man/Modigliani.Rd man/NCE.Rd man/NetSelectivity.Rd man/Omega.Rd man/OmegaExcessReturn.Rd man/OmegaSharpeRatio.Rd man/PainIndex.Rd man/PainRatio.Rd man/PerformanceAnalytics-package.Rd man/ProbSharpeRatio.Rd man/ProspectRatio.Rd man/RPESE.control.Rd man/RachevRatio.Rd man/Return.Geltner.Rd man/Return.annualized.Rd man/Return.annualized.excess.Rd man/Return.calculate.Rd man/Return.clean.Rd man/Return.convert.Rd man/Return.cumulative.Rd man/Return.excess.Rd man/Return.locScaleRob.Rd man/Return.portfolio.Rd man/Return.read.Rd man/Return.relative.Rd man/SFM.alpha.Rd man/SFM.beta.Rd man/SFM.coefficients.Rd man/SFM.fit.models.Rd man/Selectivity.Rd man/SharpeRatio.Rd man/SharpeRatio.annualized.Rd man/ShrinkageMoments.Rd man/SkewnessKurtosisRatio.Rd man/SmoothingIndex.Rd man/SortinoRatio.Rd man/SpecificRisk.Rd man/StdDev.Rd man/StdDev.annualized.Rd man/StructuredMoments.Rd man/SystematicRisk.Rd man/TotalRisk.Rd man/TrackingError.Rd man/TreynorRatio.Rd man/UlcerIndex.Rd man/UpDownRatios.Rd man/UpsideFrequency.Rd man/UpsidePotentialRatio.Rd man/UpsideRisk.Rd man/VaR.Rd man/VolatilitySkewness.Rd man/apply.fromstart.Rd man/apply.rolling.Rd man/centeredmoments.Rd man/chart.ACF.Rd man/chart.Bar.Rd man/chart.BarVaR.Rd man/chart.Boxplot.Rd man/chart.CaptureRatios.Rd man/chart.Correlation.Rd man/chart.CumReturns.Rd man/chart.Drawdown.Rd man/chart.ECDF.Rd man/chart.Events.Rd man/chart.Histogram.Rd man/chart.QQPlot.Rd man/chart.Regression.Rd man/chart.RelativePerformance.Rd man/chart.RiskReturnScatter.Rd man/chart.RollingCorrelation.Rd man/chart.RollingMean.Rd man/chart.RollingPerformance.Rd man/chart.RollingRegression.Rd man/chart.SFM.Rd man/chart.Scatter.Rd man/chart.SnailTrail.Rd man/chart.StackedBar.Rd man/chart.TimeSeries.Rd man/chart.VaRSensitivity.Rd man/charts.PerformanceSummary.Rd man/charts.RollingPerformance.Rd man/checkData.Rd man/checkSeedValue.Rd man/clean.boudt.Rd man/dot-coefficients.Rd man/edhec.Rd man/findDrawdowns.Rd man/kurtosis.Rd man/legend.Rd man/lpm.Rd man/managers.Rd man/maxDrawdown.Rd man/mean.geometric.Rd man/portfolio-moments.Rd man/portfolio_bacon.Rd man/prices.Rd man/skewness.Rd man/sortDrawdowns.Rd man/table.AnnualizedReturns.Rd man/table.Arbitrary.Rd man/table.Autocorrelation.Rd man/table.CAPM.Rd man/table.CalendarReturns.Rd man/table.CaptureRatios.Rd man/table.Correlation.Rd man/table.Distributions.Rd man/table.DownsideRisk.Rd man/table.DownsideRiskRatio.Rd man/table.Drawdowns.Rd man/table.DrawdownsRatio.Rd man/table.HigherMoments.Rd man/table.InformationRatio.Rd man/table.MonthlyReturns.Rd man/table.ProbOutPerformance.Rd man/table.RollingPeriods.Rd man/table.SpecificRisk.Rd man/table.Variability.Rd man/test_returns.Rd man/test_weights.Rd man/textplot.Rd man/to.period.contributions.Rd man/unique-comoments.Rd man/weights.Rd man/zerofill.Rd sandbox/Benford.R sandbox/CDaR.R sandbox/CED.R sandbox/MaxQL.R sandbox/Normalize.R sandbox/PA Standard Errors GSOC 2018.pdf sandbox/PA_SE.R

sandbox/PAenhance/DESCRIPTION

sandbox/PAenhance/LICENSE

sandbox/PAenhance/NAMESPACE

sandbox/PAenhance/Plan for next release

sandbox/PAenhance/R/PAenhance-internal.R sandbox/PAenhance/R/SharpeRatio.R sandbox/PAenhance/R/Uncertainty.R sandbox/PAenhance/R/cbind.na.R sandbox/PAenhance/R/chart.Boxplot.R sandbox/PAenhance/R/chart.QQplot.R sandbox/PAenhance/R/inslib.R sandbox/PAenhance/R/table.Performance.R sandbox/PAenhance/R/table.Performance.pool.R sandbox/PAenhance/R/table.Performance.pool.cran.R sandbox/PAenhance/README.md sandbox/PAenhance/man/SharpeRatio.Rd

sandbox/PAenhance/man/UncertaintyMeasure.Rd

sandbox/PAenhance/man/chart.Boxplot.Rd sandbox/PAenhance/man/chart.QQPlot.Rd

sandbox/PAenhance/man/table.Performance.Rd

sandbox/PAenhance/man/table.Performance.pool.Rd

sandbox/PAenhance/man/table.Performance.pool.cran.Rd

sandbox/PAenhance/vignettes/PA-KirkLi.Rnw

sandbox/PAenhance/vignettes/PA-KirkLi.pdf

sandbox/PAshiny/chooser-binding.js

sandbox/PAshiny/chooser.R

sandbox/PAshiny/crsp.short.6.Rdata

sandbox/PAshiny/crsp.short.6.csv

sandbox/PAshiny/crsp.short.Rdata

sandbox/PAshiny/run.R sandbox/PAshiny/server.R sandbox/PAshiny/server_bk.R sandbox/PAshiny/table.Performance.R

sandbox/PAshiny/textArea.js

sandbox/PAshiny/ui.R

sandbox/PAshiny/www/chooser-binding.js

sandbox/PAshiny/www/index_1.html

sandbox/PAshiny/www/stylesheets/jquery-ui.css

sandbox/PAshiny/www/stylesheets/style.css

sandbox/PAshiny/www/textarea.js

sandbox/Return.wealthindex.R

sandbox/Shubhankit/noniid.sm/.Rbuildignore

sandbox/Shubhankit/noniid.sm/DESCRIPTION

sandbox/Shubhankit/noniid.sm/NAMESPACE

sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd

sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd

sandbox/Shubhankit/noniid.sm/man/CalmarRatio.Norm.Rd

sandbox/Shubhankit/noniid.sm/man/Cdrawdown.Rd

sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd

sandbox/Shubhankit/noniid.sm/man/GLMSmoothIndex.Rd

sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd

sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd

sandbox/Shubhankit/noniid.sm/man/Return.GLM.Rd

sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd

sandbox/Shubhankit/noniid.sm/man/SterlingRatio.Norm.Rd

sandbox/Shubhankit/noniid.sm/man/UnSmoothReturn.Rd

sandbox/Shubhankit/noniid.sm/man/chart.AcarSim.Rd

sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd

sandbox/Shubhankit/noniid.sm/man/glmi.Rd

sandbox/Shubhankit/noniid.sm/man/lmi.Rd

sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd

sandbox/Shubhankit/noniid.sm/man/table.ComparitiveReturn.GLM.Rd

sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd

sandbox/Shubhankit/noniid.sm/man/table.Sharpe.Rd

sandbox/Shubhankit/noniid.sm/man/table.UnsmoothReturn.Rd

sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd

sandbox/Shubhankit/noniid.sm/noniid.sm.Rproj

sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.R

sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.Rout

sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.pdf sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.pdf sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.pdf

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.Rnw

sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.pdf

sandbox/Shubhankit/noniid.sm_0.1.zip

sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/glmi.R sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/lmi.R sandbox/Shubhankit/sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function/nlsi.R

sandbox/Shubhankit/sandbox/Week6-7/Code/Data/Investment.csv

sandbox/Shubhankit/sandbox/Week6-7/Code/Data/PublicSchools.csv

sandbox/Shubhankit/sandbox/Week6-7/Code/Data/RealInt.csv

sandbox/Shubhankit/sandbox/Week6-7/Code/Data/ps.csv

sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/NWmissings.m

sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/effort.dat

sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/nwse.m

sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/regstats2.m

sandbox/Shubhankit/sandbox/Week6-7/Code/Equivalent Matlab Code/sim_NWmissings.m

sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Cross Sectional Data.R sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/HAC Data.R sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Tests.R sandbox/Shubhankit/sandbox/Week6-7/Code/Tests/Time Series Data.R

sandbox/Shubhankit/sandbox/Week6-7/Literature/Thumbs.db

sandbox/Shubhankit/sandbox/Week6-7/Literature/Zelisis.pdf sandbox/Shubhankit/sandbox/Week6-7/Literature/sandwich-OOP.pdf sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-kweights.pdf sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-plot.pdf sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hc-plot.pdf

sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.Rnw

sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.log

sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.tex

sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.Rnw

sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.pdf sandbox/Shubhankit/sandbox/Week6-7/lmi.R

sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.rnw

sandbox/Shubhankit/sandbox/vignettes/AcarSim.R

sandbox/Shubhankit/sandbox/vignettes/Cheklov.CDDOpt.Rnw

sandbox/Shubhankit/sandbox/vignettes/Commodity.Rnw

sandbox/Shubhankit/sandbox/vignettes/CommodityReport.Rnw

sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.Rnw

sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.Rnw

sandbox/Shubhankit/sandbox/vignettes/GLMReturn.Rnw

sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.Rnw

sandbox/Shubhankit/sandbox/vignettes/LoSharpe.Rnw

sandbox/Shubhankit/sandbox/vignettes/Managers.Rnw

sandbox/Shubhankit/sandbox/vignettes/Managers.pdf

sandbox/Shubhankit/sandbox/vignettes/MaximumLoss.Rnw

sandbox/Shubhankit/sandbox/vignettes/NormCalmar.rnw

sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.Rnw

sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.Rnw

sandbox/chart.RankBars.R sandbox/dataRaw/edhecUpdate.R sandbox/decomposeMVaR.R sandbox/expectedShortFallFunctions.r

sandbox/fPerformance/DESCRIPTION

sandbox/fPerformance/R/perf-Data.R sandbox/fPerformance/R/perf-DownsideRisk.R sandbox/fPerformance/R/perf-Drawdown.R sandbox/fPerformance/R/perf-RegressionAnalysis.R sandbox/fPerformance/R/perf-RelativeRisk.R sandbox/fPerformance/R/perf-ReturnDisributions.R sandbox/fPerformance/R/perf-Returns.R sandbox/fPerformance/R/perf-Risk.R sandbox/fPerformance/R/perf-RiskAdjusted.R sandbox/fPerformance/R/perf-Tables.R sandbox/fPerformance/R/perf-ValueAtRisk.R

sandbox/fPerformance/man/perfAdjustedMeasures.Rd

sandbox/fPerformance/man/perfDistributionMeasures.Rd

sandbox/fPerformance/man/perfDownsideMeasures.Rd

sandbox/fPerformance/man/perfDrawdownMeasures.Rd

sandbox/fPerformance/man/perfRegressionMeasures.Rd

sandbox/fPerformance/man/perfRelativeMeasures.Rd

sandbox/fPerformance/man/perfVaRMeasures.Rd

sandbox/fPerformance/man/returns.Rd

sandbox/fPerformance/man/tables.Rd

sandbox/failed-tests.R sandbox/howto-write-PA-functions.Rmd

sandbox/momentF.f90

sandbox/pulkit/.Rbuildignore

sandbox/pulkit/DESCRIPTION

sandbox/pulkit/NAMESPACE

sandbox/pulkit/data/capm_aorda.csv

sandbox/pulkit/data/psr_python.csv

sandbox/pulkit/data/ret.csv

sandbox/pulkit/inst/doc/ProbSharpe.Rnw

sandbox/pulkit/inst/doc/ProbSharpe.pdf

sandbox/pulkit/man/AlphaDrawdown.Rd

sandbox/pulkit/man/BenchmarkSR.Rd

sandbox/pulkit/man/BetaDrawdown.Rd

sandbox/pulkit/man/CDaR.Rd

sandbox/pulkit/man/CdarMultiPath.Rd

sandbox/pulkit/man/DrawdownGPD.Rd

sandbox/pulkit/man/EDDCOPS.Rd

sandbox/pulkit/man/EconomicDrawdown.Rd

sandbox/pulkit/man/MaxDD.Rd

sandbox/pulkit/man/MinTrackRecord.Rd

sandbox/pulkit/man/MonteSimulTriplePenance.Rd

sandbox/pulkit/man/MultiBetaDrawdown.Rd

sandbox/pulkit/man/Penance.Rd

sandbox/pulkit/man/ProbSharpeRatio.Rd

sandbox/pulkit/man/PsrPortfolio.Rd

sandbox/pulkit/man/REDDCOPS.Rd

sandbox/pulkit/man/TuW.Rd

sandbox/pulkit/man/capm_aorda.Rd

sandbox/pulkit/man/chart.BenchmarkSR.Rd

sandbox/pulkit/man/chart.Penance.Rd

sandbox/pulkit/man/chart.REDD.Rd

sandbox/pulkit/man/chart.SRIndifference.Rd

sandbox/pulkit/man/golden_section.Rd

sandbox/pulkit/man/psr_python.Rd

sandbox/pulkit/man/ret.Rd

sandbox/pulkit/man/rollDrawdown.Rd

sandbox/pulkit/man/rollEconomicMax.Rd

sandbox/pulkit/man/table.PSR.Rd

sandbox/pulkit/man/table.Penance.Rd

sandbox/pulkit/src/gpd.c

sandbox/pulkit/src/moment.c

sandbox/pulkit/week1/code/PSR.py

sandbox/pulkit/week1/code/PSROpt.py

sandbox/pulkit/week1/tests/SEF.tests.R sandbox/pulkit/week1/vignette/ProbSharpe.pdf sandbox/pulkit/week2/tests/test_SharpeIndifference.R

sandbox/pulkit/week3_4/code/DD2.py

sandbox/pulkit/week3_4/code/DD3.py

sandbox/pulkit/week3_4/code/run.py

sandbox/pulkit/week3_4/tests/tests.TriplePenance.R sandbox/pulkit/week3_4/vignette/TriplePenance.pdf sandbox/pulkit/week5/REDDCOPS.pdf

sandbox/pulkit/week5/returns.csv

sandbox/pulkit/week7/ExtremeDrawdown.R sandbox/pulkit/week7/gpdmle.R sandbox/qwafafew2014/R/Baily_LopezdePrado_stop-out.R sandbox/qwafafew2014/R/mbb.R sandbox/qwafafew2014/R/table.RiskStats.R

sandbox/qwafafew2014/data/Futures Trend 201409a.csv

sandbox/qwafafew2014/qwafafew2014.R

sandbox/qwafafew2014/qwafafew2014.Rpres

sandbox/r-hub-build-script.R sandbox/rCornishFisher.r sandbox/refactored.Portfolio.rebalancing.R sandbox/table.RiskStats.R sandbox/testMM.R sandbox/test_Return.rebalancing.R sandbox/to.period.returns.R sandbox/valueAtRiskFunctions.r

src/MCAHelper.c

src/NCEHelper.c

src/comomentsEstimators.c

src/comomentsHelper.c

src/init.c

tests/Examples/PerformanceAnalytics-Ex.Rout.save

tests/tinytest.R

vignettes/EstimationComoments.Rnw

vignettes/Graphing-Engine-2019-Features.Rmd

vignettes/PA-Bacon.Rnw

vignettes/PA-Bacon.pdf

vignettes/PA-charts.Rnw

vignettes/PA.bib

vignettes/PA_StandardErrors.pdf

vignettes/PA_StandardErrors.pdf.asis

vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw

vignettes/PerformanceAnalyticsGraphicalExamples.pdf

vignettes/PerformanceAnalyticsPresentation-UseR-2007.Rnw

vignettes/Rlogo.jpg

vignettes/portfolio_returns.Rnw

vignettes/textplotPresentation-CRUG-2011.Rnw

vignettes/textplotPresentation-CRUG-2011.pdf

braverock/PerformanceAnalytics documentation built on Feb. 16, 2024, 5:37 a.m.

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braverock/PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

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Econometric Tools for Performance and Risk Analysis

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braverock/PerformanceAnalytics Econometric Tools for Performance and Risk Analysis

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R Package Documentation

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braverock/PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis

Files in braverock/PerformanceAnalytics
Econometric Tools for Performance and Risk Analysis