API for raphael210/RFactorModel
A quantative tool for investment by factor Model

Global functions
GroupFactorLists Source code
MC.chart.IC Man page Source code
MC.chart.IC.corr Man page Source code
MC.chart.IC.decay Man page Source code
MC.chart.Ngroup.overall Man page Source code
MC.chart.Ngroup.size_spread Man page Source code
MC.chart.reg.corr Man page Source code
MC.table.IC Man page Source code
MC.table.ICandNgroup Man page Source code
MC.table.Ngroup.overall Man page Source code
MC.wgt.CAPM Man page Source code
MF.chart.Fct_NA Man page Source code
MF.chart.Fct_box Man page Source code
MF.chart.Fct_corr Man page Source code
MF.chart.Fct_density Man page Source code
MF.chart.Fct_hist Man page Source code
MF.chart.IC Man page Source code
MF.chart.IC.decay Man page Source code
MF.chart.Ngroup.size_spread Man page Source code
MF.chart.Ngroup.spread Man page Source code
MF.table.Fct_corr Man page Source code
MF.table.Fct_descr Man page Source code
Model.RebDates Man page Source code
Model.TS Man page Source code
Model.TSF Man page Source code
Model.TSFR Man page Source code
Model.TSFRs Man page Source code
Model.TSF_byTS Man page Source code
Model.TSFs Man page Source code
Model.TSFs_byTS Man page Source code
Model.TSR Man page Source code
ModelMethods Man page
PA_RA_Analysis Man page
PortfolioBacktest Man page
RFactorModel Man page
RFactorModel-package Man page
addConstr_box Man page Source code
addConstr_fctExp_sector Man page Source code
addConstr_fctExp_style Man page Source code
addConstr_group Man page Source code
addConstr_position Man page Source code
addConstr_trackingerror Man page Source code
addConstr_turnover Man page Source code
addObj_return Man page Source code
addObj_risk Man page Source code
add_rank_and_group Man page Source code
addrtn.hedge Man page Source code
addwgt2port Man page Source code
backtest.IC Man page
backtest.Ngroup Man page
backtest.longshort Man page
backtest.reg Source code
backtestPar.IC Man page Source code
backtestPar.Ngroup Man page Source code
backtestPar.default Man page Source code
backtestPar.fee Man page Source code
backtestPar.longshort Man page Source code
backtestPar.reg Source code
biasTest Man page Source code
buildFactorList Man page Source code
buildFactorList_combi Man page Source code
buildFactorList_lcfs Man page Source code
buildFactorLists Man page Source code
buildFactorLists_lcfs Man page Source code
calc_constr_vec Source code
chart.FctRtn_scatter Man page Source code
chart.Fct_NA Man page Source code
chart.Fct_anova Man page Source code
chart.Fct_box Man page Source code
chart.Fct_density Man page Source code
chart.Fct_hist Man page Source code
chart.IC Man page Source code
chart.IC.decay Man page Source code
chart.Ngroup.box Man page Source code
chart.Ngroup.overall Man page Source code
chart.Ngroup.seri_bar Man page Source code
chart.Ngroup.seri_line Man page Source code
chart.Ngroup.seri_point Man page Source code
chart.Ngroup.size Man page Source code
chart.Ngroup.spread Man page Source code
chart.Ngroup.turnover Man page Source code
chart.Ngroup.violin Man page Source code
chart.PA.attr Man page Source code
chart.PA.exposure Man page Source code
chart.RA.attr Man page Source code
chart.longshort.rolling Man page Source code
chart.longshort.summary Man page Source code
chart.reg.fRtnBar Man page Source code
chart.reg.fRtnWealthIndex Man page Source code
chart.reg.rsquare Man page Source code
check_constr Source code
clearConstr Man page Source code
clearObj Man page Source code
constr_default Man page Source code
default.factorName Man page Source code
exposure.TSWF Man page Source code
exposure.port Man page Source code
f_rtn_cov_delta Man page Source code
factor_VIF Man page Source code
factor_descriptive_statistics Man page Man page
factor_orthogon Man page Source code
factor_orthogon_single Man page Source code
factor_orthogon_transMat Man page Source code
factor_select Man page
factormodel Man page
fl2tbl Man page Source code
fl_FORECAST Source code
fl_GROWTH Source code
fl_MARKET Source code
fl_QUALITY Source code
fl_VALUE Source code
fls2tbl Man page Source code
fls_5stable Source code
fls_COMB Source code
fls_FORECAST Source code
fls_GROWTH Source code
fls_MARKET Source code
fls_QUALITY Source code
fls_VALUE Source code
getActivewgt Man page Source code
getDelta Man page Source code
getMPs Man page
getMPs_FactorLists Man page Source code
getMPs_time.intervals Man page Source code
getMPs_time.rebFreqs Man page Source code
getMPs_time.shiftbys Man page Source code
getMPs_univs Man page Source code
getPAData Man page Source code
getPB Man page Source code
getPort Man page Source code
getPort_opt Man page Source code
getPort_opt_old Man page Source code
getPort_throughout Man page Source code
get_bmk_wgt Source code
get_constrMat_box Source code
get_constrMat_fctExp_sector Source code
get_constrMat_fctExp_style Source code
get_constrMat_group Source code
get_constrMat_position Source code
get_exp_rtn Source code
get_frtn_res Source code
getbacktestPar Man page Source code
getbacktestPar.IC Man page Source code
getbacktestPar.Ngroup Man page Source code
getbacktestPar.fee Man page Source code
getbacktestPar.longshort Man page Source code
getbacktestPar.reg Man page Source code
getfCov Man page Source code
getfRtn Man page Source code
getmodelPar Man page Source code
getmodelPar.factor Man page Source code
getmodelPar.time Man page Source code
getmodelPar.title Man page Source code
getmodelPar.univ Man page Source code
getplotPar Man page Source code
getplotPar.IC Man page Source code
getplotPar.MC Man page Source code
getplotPar.Ngroup Man page Source code
getplotPar.TSFRScatter Man page Source code
getplotPar.longshort Man page Source code
getplotPar.reg Man page Source code
getrtn.LBH Man page Source code
getrtn.LSH Man page Source code
getrtn.bmk Man page Source code
gf_demo Man page Source code
lcdb.build.RegTables Man page Source code
lcdb.subfun.regtables Source code
lcdb.update.RegTables Man page Source code
lcdb_regtables Man page
lm_NPeriod Source code
mat_constr_check Source code
mat_vec_bind Source code
modelPar.default Man page Source code
modelPar.factor Man page Source code
modelPar.time Man page Source code
modelPar.title Man page Source code
modelPar.univ Man page Source code
object_default Man page Source code
opt_constrain Man page
opt_object Man page
package-factormodel Man page
plot.reg Source code
plotPar.IC Man page Source code
plotPar.MC Man page Source code
plotPar.Ngroup Man page Source code
plotPar.TSFRScatter Man page Source code
plotPar.default Man page Source code
plotPar.longshort Man page Source code
plotPar.reg Man page Source code
port.backtest Man page Source code
port.risk Source code
port.summary Source code
port_limitwgt Man page Source code
port_wgt_roundto Source code
reg.TS Man page Source code
reg.TSFR Man page Source code
reg.factor_select Man page Source code
regression_result Man page
regression_result_summary Man page
seri.IC Man page Source code
seri.IC.decay Man page Source code
seri.Ngroup.rtn Man page Source code
seri.Ngroup.size Man page Source code
seri.Ngroup.spread Man page Source code
seri.Ngroup.turnover Man page Source code
setConstr_box Man page Source code
setConstr_fctExp_sector Man page Source code
setConstr_fctExp_style Man page Source code
setConstr_group Man page Source code
setConstr_position Man page Source code
setConstr_trackingerror Man page Source code
setConstr_turnover Man page Source code
setFactorListsRefinePar Source code
setbacktestPar.IC Man page Source code
setbacktestPar.Ngroup Man page Source code
setbacktestPar.fee Man page Source code
setbacktestPar.longshort Man page Source code
setmodelPar.factor Man page Source code
setmodelPar.factor_combi Man page Source code
setmodelPar.time Man page Source code
setmodelPar.title Man page Source code
setmodelPar.univ Man page Source code
setplotPar.IC Man page Source code
setplotPar.MC Man page Source code
setplotPar.Ngroup Man page Source code
setplotPar.longshort Man page Source code
solver_QP_balance Source code
solver_lin_maxrtn Source code
solver_trackingerror_simple Source code
solver_trackingerror_turnover Source code
solver_turnover_simple Source code
summary.factor_refine Man page Source code
table.Fct_anova Man page Source code
table.Fct_descr Man page Source code
table.IC Man page Source code
table.ICandNgroup Man page Source code
table.Ngroup.overall Man page Source code
table.Ngroup.spread Man page Source code
table.reg.fRtn Man page Source code
table.reg.rsquare Man page Source code
tables.PB Man page Source code
tables.longshort Man page Source code
ts Man page
raphael210/RFactorModel documentation built on April 10, 2018, 4:12 p.m.