Files in piotrek-orlowski/entRsdf
Minimum-dispersion (entropy) SDFs and their regularized approximations
.gitignore
DESCRIPTION
NAMESPACE
R/RcppExports.R
R/class_approximate_pricing_kernel.R
R/class_bivariate_pricing_kernel.R
R/class_entropy_functions.R
R/class_pricing_kernel.R
R/entropy_solver.R
README.md
data/2019-12-07-fx-sdfs/array-args
data/2019-12-07-fx-sdfs/array-cv-args
data/2019-12-07-fx-sdfs/array-lev-args
data/2019-12-07-fx-sdfs/array-setup.R
data/2019-12-07-fx-sdfs/cv-array.sh
data/2019-12-07-fx-sdfs/run-full-sample-sdf.R
data/fx_portfolios.RData
data/fx_portfolios_2021-06.RData
inst/array-jobs/array-setup.R
inst/array-jobs/run-full-sample-sdf.R
inst/script/dev-cr.R
inst/script/dev.R
inst/script/dev_parallel.R
inst/script/run-leverage-by-5.R
man/entRsdf-package.Rd
man/rcpparma_hello_world.Rd
man/solve_entropy_problem.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/entropic-distance-estimators.cpp
