Files in jeanmarcgp/xtsanalytics
A library of functions to do advanced analytics of time series data (xts matrices).
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/Qscore.R
R/Rcolors.R
R/acf_highmoments.R
R/backtest_opt.R
R/backtest_quality.R
R/bubbleweights.R
R/classification stats.R
R/dual_momentum.R
R/find_outliers.R
R/genpurpose.R
R/interpolate_returns.R
R/jdanalyze.R
R/jdplot.R
R/load_parameters.R
R/make_equitycurve.R
R/make_featurecurve.R
R/make_featuremat.R
R/make_features.R
R/make_mltimer.R
R/make_synthetic.R
R/mget_symbolData.R
R/mget_symbols.R
R/mirorbarplot.R
R/performance.R
R/plot_df.R
R/plot_rsquare.R
R/pngfile.R
R/rand_port.R
R/rebalance.R
R/roll_bootstrap.R
R/rollcor.R
R/rounded_sum.R
R/splot.R
R/timers.R
R/update_xtsanalytics.R
R/xtsanalytics.R
R/xtsdiff.R
R/xtsoverlay.R
R/xtsparallel.R
R/xtsplot.R
README.md
SPECIFICATIONS and Notes.lnk
Specs and Docs/BROKEN FUNCTIONS.docx
Specs and Docs/C Sharp code for FastTrack API from Peter.txt
Specs and Docs/Code for FastTrack API.docx
Specs and Docs/Re Morningstar fund database.msg
data/load_parameters test data file.xlsx
data/xts_alldata.RData
data/xts_data.RData
data/xts_gspc.RData
ignore-manual tests/Drawdowns.xlsx
ignore-results/plots.pdf
ignore-results/wfodata.Rdata
ignore/CREATE DATASETS.R
ignore/Devel NOTES ONLY.R
ignore/Devel.R
ignore/Example using textplot.R
ignore/Functions to Export.R
ignore/TO DO.R
ignore/allEC.Rdata
ignore/hidden_plotting_functions.R
ignore/make_features2.R
ignore/make_featuresBAK.R
ignore/make_predmat.R
ignore/test-classification stats.R
ignore/test-find_outliers.R
ignore/test-make_features.R
ignore/test-make_predmat.R
ignore/test-mget_symbols.R
ignore/test-performance (2).R
ignore/test-performance.R
ignore/test-plot_df (empty).R
ignore/test-random_strategy.R
ignore/test-rebalance.R
ignore/test-summaries (empty).R
ignore/test-timers.R
ignore/test-wfo_grow_forest.R
ignore/test-wfo_h2o_ensemble.R
ignore/test-wfo_timeframe.R
ignore/test-xtsplot.R
ignore/vignette-example.R
ignore/vignette-example.Rmd
ignore/vignette-example.html
ignore/wfo_grow_forest2.R
ignore/xtsanalytics scratchpad.R
ignore/xtsbootstrap.R
man/Qscore.Rd
man/Rcolors.Rd
man/acf_highmoments.Rd
man/backtest_opt.Rd
man/backtest_quality.Rd
man/bubbleweights.Rd
man/cumsum_na.Rd
man/dual_momentum.Rd
man/emptyxts.Rd
man/find_outliers.Rd
man/flip_xtslist.Rd
man/fnamestamp.Rd
man/funapply.Rd
man/getname.Rd
man/interpolate_returns.Rd
man/jdanalyze.Rd
man/jdplot.Rd
man/load_parameters.Rd
man/make_bench.Rd
man/make_colors.Rd
man/make_equitycurve.Rd
man/make_featurecurve.Rd
man/make_featuremat.Rd
man/make_features.Rd
man/make_mltimer.Rd
man/make_synthetic.Rd
man/make_timer.Rd
man/make_transform.Rd
man/mget_symbolData.Rd
man/mget_symbols.Rd
man/mirrorbarplot.Rd
man/perfstats.Rd
man/periods_in_class.Rd
man/plot_df.Rd
man/plot_performance.Rd
man/plot_rsquare.Rd
man/pngfile.Rd
man/predictor_cor.Rd
man/predictor_stats.Rd
man/rand_port.Rd
man/rawreturns.Rd
man/rebalance.Rd
man/recycle.Rd
man/recycle_better.Rd
man/roll_bootstrap.Rd
man/rollcor.Rd
man/rounded_sum.Rd
man/save_Rdata.Rd
man/split_vector.Rd
man/splot.Rd
man/sprint.Rd
man/start_parallel.Rd
man/startpoints.Rd
man/starttime.Rd
man/stop_parallel.Rd
man/tailratiofcn.Rd
man/trimspaces.Rd
man/ulcerindex.Rd
man/update_xtsanalytics.Rd
man/xtsanalytics.Rd
man/xtsbind.Rd
man/xtscagr.Rd
man/xtsdiff.Rd
man/xtsmdd.Rd
man/xtsnormalize.Rd
man/xtsoverlay.Rd
man/xtsplot.Rd
tests/testthat.R
tests/testthat/Rplots.pdf
tests/testthat/test-genpurpose.R
tests/testthat/test-make_equitycurve.R
tests/testthat/test-make_featurecurve.R
tests/testthat/test-make_featuremat.R
tests/testthat/test-xtsoverlay.R
tests/testthat/xgboost.model
vignettes/xtsanalytics.R
vignettes/xtsanalytics.Rmd
vignettes/xtsanalytics.html
xtsanalytics.Rproj
