Man pages for erolbicero/tsconv
Time Series Convenience

addPeriodToDatefunction to add or subtract periods to dates
computeDrawdownMatrixcompute drawdown for time series matrix
computeDrawdownVectorcompute drawdown for time series vector
computePortfolioStatisticsdisplay portfolio risk and return statistics
computeTimeSeriesStatisticsdisplay portfolio risk and return statistics
createRealizedPortfolioTimeSeriesextract optimization statistics from the optimization object
createRollingTimeIndicescreate index of time-stamps for vectorized functions
displayPortfolioStatisticsdisplay portfolio risk and return statistics
displayTimeSeriesStatisticsdisplay portfolio risk and return statistics
formatTSTableFormats output from computeTimeSeriesStatistics for use in...
importEquityPricesToXtsMatrixImport symbols from Yahoo! Finance using getSymbols directly...
retMatrixCCalculate continuous (log) returns for a matrix
retMatrixCtoLConvert continuous (log) returns to linear returns for a...
retMatrixLCalculate linear returns for a matrix
retMatrixLtoCConvert linear to continuous (log) returns for a matrix
retVectorCCalculate continuous (log) returns for a vector
retVectorCtoLConvert log to linear returns for a vector
retVectorLCalculate linear returns for a vector
retVectorLtoCConvert linear to log returns for a vector
toColListconvert matrix object, to a list of columns - used to enable...
toDFconvert an xts object, where first column is a date vector,...
toRowListconvert matrix object, to a list of rows - used to enable use...
toXTSconvert data frame object, where first column is a date...
erolbicero/tsconv documentation built on May 13, 2017, 8:23 p.m.