R/xtsanalytics.R

In jeanmarcgp/xtsanalytics: A library of functions to do advanced analytics of time series data (xts matrices).

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# FILE xtsanalytics.R
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#' xtsanalytics: Portfolio analysis using optimization and machine learning.
#'
#' The xtsanalytics package provides a set of functions to analyze xts
#' time series more effectively for investment purposes. It leverages
#' several other packages including quantmod, PortfolioAnalytics,
#' PerformanceAnalytics and some machine learning packages including
#' h2o and xgboost.  The package is useful for developing portfolio
#' optimization strategies and predictive models using machine learning.
#'
#'
#' @section Functions in xtsanalytics:
#'
#' Click on the Index below to see the list of available functions.
#'
#'
#'
#' @docType package
#' @name xtsanalytics
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