API for jansila/mscPack
| Global functions | |
|---|---|
| KullbackLeibler | Source code |
| Lal | Source code |
| as.data.frame.portfolio | Source code |
| bootComp | Source code |
| calcES | Source code |
| checkN | Source code |
| compMat | Source code |
| compMatEmp | Source code |
| cor2cov | Source code |
| denStable | Source code |
| effFront | Source code |
| effPortf | Source code |
| eigenSpectrum | Source code |
| empCov | Source code |
| esStable | Source code |
| feedPortf | Source code |
| filterRMT | Source code |
| frobNorm | Source code |
| getPortf | Source code |
| globMin | Source code |
| hello | Man page |
| histES | Source code |
| illustrate | Source code |
| is.date | Source code |
| makeSer | Source code |
| mcES | Source code |
| meshES | Source code |
| mleFit | Source code |
| multiplot | Source code |
| myRes | Source code |
| myacf | Source code |
| mypacf | Source code |
| phiFun | Source code |
| pl | Source code |
| plot.EF | Source code |
| plot.RMT | Source code |
| plot.Ser | Source code |
| plot.portfolio | Source code |
| plotGG | Source code |
| plotSer | Source code |
| portMat | Source code |
| print.EF | Source code |
| print.ES | Source code |
| print.RMT | Source code |
| print.Ser | Source code |
| print.compMat | Source code |
| print.myCov | Source code |
| print.myStable | Source code |
| print.portfolio | Source code |
| print.summary.EF | Source code |
| probStable | Source code |
| qES | Source code |
| quantFit | Source code |
| quantMesh | Source code |
| quantStable | Source code |
| randStable | Source code |
| rebalbyQ | Source code |
| res_histES | Source code |
| res_histret | Source code |
| res_stablePar | Source code |
| res_timeCumret | Source code |
| res_timeES | Source code |
| simCov | Source code |
| simGBM | Source code |
| simSeries | Source code |
| summary.EF | Source code |
| summary.Ser | Source code |
| summary.myStable | Source code |
| summary.portfolio | Source code |
| tanPortf | Source code |
| testEF | Source code |
| testRet | Source code |
| vecPortMat | Source code |
| zTest | Source code |
