Files in braverock/factorAnalytics
Factor Analytics

.Rbuildignore
.gitignore
.project
DESCRIPTION
NAMESPACE
R/CornishFisher.R R/VIF.R R/assetDecomp.R R/chartCusum.R R/chartRobRisk.R R/cusumActMgr.R R/datasets.R R/exposuresTseries.R R/fitFfm.R R/fitFfmDT.R R/fitSfm.R R/fitTsfm.R R/fitTsfm.control.R R/fitTsfmLagBeta.r R/fitTsfmMT.r R/fitTsfmUpDn.r R/fmCov.R R/fmEsDecomp.R R/fmRsq.R R/fmSdDecomp.R R/fmTstats.R R/fmVaRDecomp.R R/fmmc.R R/fmmcSemiParam.R R/install.R R/paFm.r R/plot.pafm.r R/plot.sfm.r R/plot.tsfm.r R/plot.tsfmUpDn.r R/portEsDecomp.R R/portSdDecomp.R R/portVaRDecomp.R R/portVolDecomp.R R/predict.ffm.R R/predict.sfm.r R/predict.tsfm.r R/predict.tsfmUpDn.r R/print.ffm.R R/print.pafm.r R/print.sfm.r R/print.tsfm.r R/print.tsfmUpDn.r R/repCusum.R R/repExposures.R R/repReturn.R R/repRisk.R R/riskDecomp.R R/robRiskBudget.R R/simulateARL.R R/summary.ffm.R R/summary.pafm.r R/summary.sfm.r R/summary.tsfm.r R/summary.tsfmUpDn.r R/tsPlotMP.R R/zzz.R README.md
data/CommonFactors.RData
data/RussellData.rda
data/Stock.df.RData
data/StockReturns.RData
data/TreasuryYields.RData
data/cusumData.rda
data/factorDataSPGMI.rda
data/factorDataSetDjia.rda
data/factorDataSetDjia5Yrs.rda
data/managers.ffm.rda
data/managers.rda
data/mktSP.rda
data/mktUS.rda
data/riskFreeRate.rda
data/stocks145scores6.rda
data/stocksWithFactorsData300.rda
data/stocksWithFactorsData300_old.rda
data/wtsDjiaGmv.rda
data/wtsDjiaGmvLo.rda
data/wtsStocks145Gmv.rda
data/wtsStocks145GmvLo.rda
inst/extdata/factorDataSet.csv
inst/extdata/timeSeriesReturns.csv
inst/scripts/test-ReturnExposureReporting.R inst/tests/test-fitTsfm.r
man/.Rapp.history
man/CommonFactors.Rd man/CornishFisher.Rd man/RussellData.Rd man/Stock.df.Rd man/StockReturns.Rd man/TreasuryYields.Rd man/assetDecomp.Rd man/chartCusum.Rd man/chartRobRisk.Rd man/cusumActMgr.Rd man/cusumData.Rd man/dot-fmmc.boot.Rd man/dot-fmmc.default.args.Rd man/dot-fmmc.proc.Rd man/dot-fmmc.se.Rd man/dot-fmmc.worker.Rd man/exposuresTseries.Rd man/factorDataSPGMI.Rd man/factorDataSetDjia.Rd man/factorDataSetDjia5Yrs.Rd man/fitFfm.Rd man/fitSfm.Rd man/fitTsfm.Rd man/fitTsfm.control.Rd man/fitTsfmLagBeta.Rd man/fitTsfmMT.Rd man/fitTsfmUpDn.Rd man/fmCov.Rd man/fmEsDecomp.Rd man/fmRsq.Rd man/fmSdDecomp.Rd man/fmTstats.Rd man/fmVaRDecomp.Rd man/fmmc.Rd man/fmmc.estimate.se.Rd man/fmmcSemiParam.Rd man/managers.Rd man/managers.ffm.Rd man/mktSP.Rd man/mktUS.Rd man/paFm.Rd man/plot.pafm.Rd man/plot.sfm.Rd man/plot.tsfm.Rd man/plot.tsfmUpDn.Rd man/portEsDecomp.Rd man/portSdDecomp.Rd man/portVaRDecomp.Rd man/portVolDecomp.Rd man/predict.ffm.Rd man/predict.sfm.Rd man/predict.tsfm.Rd man/predict.tsfmUpDn.Rd man/print.ffm.Rd man/print.pafm.Rd man/print.sfm.Rd man/print.tsfm.Rd man/print.tsfmUpDn.Rd man/repExposures.Rd man/repReturn.Rd man/repRisk.Rd man/riskDecomp.Rd man/riskFreeRate.Rd man/robRiskBudget.Rd man/simulateARL.Rd man/stocks145scores6.Rd man/summary.cusumActMgr.Rd man/summary.ffm.Rd man/summary.pafm.Rd man/summary.sfm.Rd man/summary.tsfm.Rd man/summary.tsfmUpDn.Rd man/tsPlotMP.Rd man/vif.Rd man/wtsDjiaGmv.Rd man/wtsDjiaGmvLo.Rd man/wtsStocks145Gmv.Rd man/wtsStocks145GmvLo.Rd sandbox/FF.R
sandbox/factors.csv
sandbox/getCommomFactor.r sandbox/script.StyleTest.R tests/testthat.R
tests/testthat/.gitignore
tests/testthat/test-VIF.R tests/testthat/test-fmRsq.R tests/testthat/test-fmTstats.R tests/testthat/test-portEsDecomp.R tests/testthat/test-portSdDecomp.R tests/testthat/test-portVaRDecomp.R tests/testthat/test-repExposures.R tests/testthat/test-repReturn.R tests/testthat/test-tsPlotMP.R vignettes/cusumActiveManagerVignette.pdf vignettes/factorAnalytics Manual.pdf vignettes/ffmVignette.pdf vignettes/newFactorModelVignette.pdf vignettes/robustRiskBudgetVignette.pdf vignettes/sfmVignette.pdf vignettes/tsfmVignette.pdf
braverock/factorAnalytics documentation built on Nov. 7, 2019, 1:17 p.m.