Man pages for hughshuwang/isocyanate
isocyanate (R-N=C=O)

CheckSignalRangeCheck if all signals in a signal pack are in the right range
CleanSubsetClean a list of dataframe with same available 'clean' index
CutSeriesQuantileCut range for one single series using quantiles
CutSeriesRangeCut range for one single series
CutSignalRangeCut range for one single signal
DecompMetricsDecompose the huge metrics dataframe into a list
DEtoUDTransfer DM and EM (original DRI) signal to US and DM ratio...
DistSQCalculate Square Distance between ith and jth in Dens list
DistURCalculate Utility Risk Distance between ith and jth in Dens...
FacToStrConvert factor columns to character string
ForgeBulletsForge a dataframe of bullets with proper colnames
GenASHGenerate density list for groups using ASH
GenASHBandGenerate Bootstrap Band for ASH
GenBinShDensGenerate Binary Shrinked Groups' Densities
GenBinShHCGenerate Binary Shrinked HC Clusters
GenBivRetGenerate a list for bivariate returns
GenBKDEGenerate density list for groups using BKDE KernSmooth
GenBKDEBandGenerate Bootstrap Band for KernSmooth
GenBoolSignalGenerate bool signal vector for a given continuous 0-1...
GenCondGroupsGenerate conditional groups based on bool signals and a...
GenCoreMetricsGet core performance metrics for monthly log returns
GenEmpQuantileGenerate Quantile using Empirical Distribution for a...
GenEmpQuantileVecGenerate Empirical Quantile for a vector with its own info
GenFeatScaleGenerate Feature Scaling score for a dataframe
GenHCGenerate HC results for Shooting a Bullet for a Target
GenInitSetGenerate Initial Set for a certain universe
GenOutputsGenerate complete outputs for a list of signals, weights, and...
GenPairNameGenerate names for pair-wise matrix given individual names
GenRelScoreGenerate dynamic relative scores for input matrix
GenRollPairMatrixGenerate Rolling Vectorized Pairwise Matrix
GenSeqValueGenerate sequential value for the "i, j" point in a n squared...
GenSpikeGenerate scaled z scores for volatility spikes
GenSubidxSDGenerate sub period index based on robust rolling std range...
GenTretsGenerate a list of total returns of the portfolio guided by...
GenTurnoverGenerate two way turnover
GenUpperIJGenerate index list for upper triangular matrix of n-order...
GenVarSetGenerate a set for variables in dataframe from quotemedia
GenWeightsGenerate a list of weight dataframes for a list of signals
GenWsDEGenerate global weigths for US/Intl(DM/EM) using original DRI...
GenWsUDGenerate global weights for US/Intl(DM/EM) (UD rep)
GenZScoreGenerate Z Score for a dataframe
GetQuoteMediaGet a raw dataframe from App.QuoteMedia.com
GetVariableGet a DataFrame for one variable given list of symbols and...
GetXTSFunction Wrapper for getting an all numerical xts subject
GroupMatToShlistTrans Group Matrix to Shrinked List
helloHello, World!
IfPeriodEqualCompare the start and end dates of two xts objects
IfSpikeGenerate binary output for volatility spikes
MeltSubgroupsMelt one ticker in subgroup list to a vector for density...
MixBmkSignalMixing a pack of signal with a single benchmark signal (i.e....
MixPackSignalMix signals in 2 packs (DM and EM packs) and cbind
MonthlyAlphaGenerate monthly alpha series from daily returns
MonthlyBetaGenerate monthly beta series from daily returns
MonthlyRegresGenerate monthly last residual series from daily returns
MonthlyRSqGenerate monthly R-Squared series from daily returns
PermMetricsGenerate metrics dataframe for permutation resampling
PlotDescHistPlot a descriptive histogram for a series
PlotFilterCompLinePlot a Line Plot for Std Filter (for PE ratio filter)
PlotGridMetricsPlot a Grid for Perf Metrics
PlotGridMetricsListPlot Multiple Grids for a lit of Perf Metrics
PlotHeatMapHeat Map from ggplot2 for signal pack
PlotLinePnlsLine Plot for PnL xts object using ggplot2::geom_line
PlotPermMetricsPlot hist and report stats for permutation resampling metrics...
RetToMonthlyFunction Wrapper for xts::apply.monthly
RollingAlphaRolling apply fitted alpha/intcpt series of reg: ret~ret.mkt
RollingBetaRolling apply fitted beta series of reg: ret~ret.mkt
RollingRegresRolling apply last residual of reg: ret~ret.mkt
RollingRSqRolling apply R-squared series of reg: ret~ret.mkt
ShlistToGroupMatTrans Shrinked List to Group Matrix
SignalWrapperWrap up a general signal
SplitStratNameSplit the strategy name into a vector of 2
StdBinaryPackGenerate a list of signals, binary pack with if higher than...
StdMonthlyPackGenerate a list of signals, standard pack including cont and...
StrToNumConvert string columns (w expressions) to numeric
tibbleXTSTransfer a xts object to a tibble with date (yearmon/date)
UDtoDETransfer US and DM ratio signals to DM and EM (original DRI)
VecAsymSPVectorize asymmetry of sum of products
VecAsymVCOVVectorize asymmetry of covariance by simple difference
VecBadVCOVVectorize covariance when the SPY is down
VecSPVectorize Sum of Products for the upper tri matrix
VecVCOVVectorize the upper tri part of vcov matrix for a dataframe
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.