Man pages for erolbicero/tsconv
Time Series Convenience
| addPeriodToDate | function to add or subtract periods to dates |
| computeDrawdownMatrix | compute drawdown for time series matrix |
| computeDrawdownVector | compute drawdown for time series vector |
| computePortfolioStatistics | display portfolio risk and return statistics |
| computeTimeSeriesStatistics | display portfolio risk and return statistics |
| createRealizedPortfolioTimeSeries | extract optimization statistics from the optimization object |
| createRollingTimeIndices | create index of time-stamps for vectorized functions |
| displayPortfolioStatistics | display portfolio risk and return statistics |
| displayTimeSeriesStatistics | display portfolio risk and return statistics |
| formatTSTable | Formats output from computeTimeSeriesStatistics for use in... |
| importEquityPricesToXtsMatrix | Import symbols from Yahoo! Finance using getSymbols directly... |
| retMatrixC | Calculate continuous (log) returns for a matrix |
| retMatrixCtoL | Convert continuous (log) returns to linear returns for a... |
| retMatrixL | Calculate linear returns for a matrix |
| retMatrixLtoC | Convert linear to continuous (log) returns for a matrix |
| retVectorC | Calculate continuous (log) returns for a vector |
| retVectorCtoL | Convert log to linear returns for a vector |
| retVectorL | Calculate linear returns for a vector |
| retVectorLtoC | Convert linear to log returns for a vector |
| toColList | convert matrix object, to a list of columns - used to enable... |
| toDF | convert an xts object, where first column is a date vector,... |
| toRowList | convert matrix object, to a list of rows - used to enable use... |
| toXTS | convert data frame object, where first column is a date... |
