API for kecoli/PCRM
Companion to Portfolio Construction and Risk Management
| Global functions | |
|---|---|
| RussellData | Man page |
| TurnoverOpt_doug | Man page Source code |
| WRoTruCh2 | Man page Source code |
| barplotWts | Man page Source code |
| barplotWtsDoug | Man page |
| bootEfronts | Man page Source code |
| brkAnnual | Man page |
| brkMonthlyBloomberg | Man page |
| cbind.na | Man page |
| chart.Boxplot2 | Man page |
| chart.Efront | Man page Source code |
| chart.QQPlot2 | Man page |
| combine.cset | Man page Source code |
| consRockeCh2 | Man page Source code |
| constFromEffHuber | Man page Source code |
| constraints | Man page Source code |
| crsp.returns8 | Man page |
| cset.box | Man page Source code |
| cset.fixed | Man page Source code |
| cset.groups | Man page Source code |
| cset.lo | Man page Source code |
| cset.mu.target | Man page Source code |
| cset.propcost | Man page Source code |
| cset.sum | Man page Source code |
| cset.turnover | Man page Source code |
| cset.turnover.hobbs | Man page Source code |
| cusumActMgr | Man page Source code |
| cusumData | Man page |
| divHHI | Man page Source code |
| edfPointMassFig | Man page Source code Source code |
| effFromConstHuber | Man page Source code |
| efront2Asset | Man page Source code |
| efrontMV | Man page Source code |
| efrontPlot | Man page Source code |
| efrontplot.shiny | Man page Source code |
| ellipsesPlotNewKjell.covfm | Man page |
| etl | Man page Source code |
| ewmaMeanVol | Man page Source code |
| ewmaVol | Man page Source code |
| factorDataSPGMI | Man page |
| factorDataSetDjia | Man page |
| factorDataSetDjia5Yrs | Man page |
| fitTsfmStats | Man page Source code |
| gmv | Man page Source code |
| largecap.ts | Man page |
| largecapM | Man page |
| largecapW | Man page |
| lmFitStats | Man page Source code |
| managers | Man page |
| managers.ffm | Man page |
| mathEfront | Man page Source code |
| mathEfrontCashRisky | Man page Source code |
| mathEfrontRisky | Man page Source code |
| mathEfrontRiskyMuCov | Man page Source code Source code |
| mathGmv | Man page Source code |
| mathGmvMuCov | Man page Source code |
| mathTport | Man page Source code |
| mathWtsEfrontRisky | Man page |
| mathWtsEfrontRiskyMuCov | Man page |
| maxmu | Man page Source code |
| microcap.ts | Man page |
| microcapM | Man page |
| microcapW | Man page |
| midcap.ts | Man page |
| midcapM | Man page |
| midcapW | Man page |
| minmu | Man page Source code |
| mktSP | Man page |
| mktUS | Man page |
| mpo | Man page |
| mpo-package | Man page |
| muEst | Man page Source code |
| mvo | Man page Source code |
| opt.outputMeanVol | Man page Source code |
| opt.outputMeanVolWts | Man page Source code |
| opt.outputMvo | Man page Source code |
| plotLSandRobustDD | Man page Source code |
| plotLSandRobustSFM | Source code |
| plotLSandRobustVHI | Man page |
| plotLSfitVHI | Man page |
| powerUtilityPlots | Man page Source code |
| propcost.modify | Man page Source code |
| psiHardRej | Man page Source code |
| psiHuber | Man page Source code |
| psiOpt | Man page Source code |
| quadraticUtilityPlot | Man page Source code |
| rhoHuber | Man page Source code |
| rhoOpt | Man page Source code |
| riskFreeRate | Man page |
| runExample | Man page Source code |
| scoresSPGMI | Man page |
| scoresSPGMIraw | Man page |
| sharpeRatio | Man page |
| sharpeRatio.modified | Man page |
| sigmaEst | Man page Source code |
| signifStars | Man page Source code |
| smallGrowth | Man page |
| smallcap.ts | Man page |
| smallcapM | Man page |
| smallcapW | Man page |
| spxAnnual | Man page |
| starrRatio | Man page Source code |
| stocks145scores6 | Man page |
| stocksCRSP | Man page |
| stocksCRSPscoresSPGMI | Man page |
| stocksCRSPscoresSPGMIraw | Man page |
| stocksWithFactorsData300 | Man page |
| stocksWithFactorsData300_old | Man page |
| table.Performance | Man page Source code |
| table.Performance.input.shiny | Source code |
| table.Performance.output.shiny | Source code |
| table.Performance.pool | Man page Source code |
| table.Performance.pool.cran | Man page Source code |
| testFun | Man page Source code |
| tsPlot | Man page Source code |
| tsPlotMP | Man page |
| turnover | Source code |
| turnover.hobbs.modify | Man page Source code |
| turnover.modify | Man page Source code |
| turnoverOpt | Man page Source code |
| turnoverSimple | Man page Source code |
| var.se | Man page Source code |
| winsorMean | Source code |
| wtsDjiaGmv | Man page |
| wtsDjiaGmvLo | Man page |
| wtsHuber | Man page Source code |
| wtsOpt | Man page Source code |
| wtsStocks145Gmv | Man page |
| wtsStocks145GmvLo | Man page |
