Files in sangeeuw/factorAnalytics_Avinash
Factor Analytics
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/CornishFisher.R
R/VIF.R
R/assetDecomp.R
R/chartCusum.R
R/chartRobRisk.R
R/cusumActMgr.R
R/datasets.R
R/exposuresTseries.R
R/fitFfm.R
R/fitSfm.R
R/fitTsfm.R
R/fitTsfm.control.R
R/fitTsfmLagBeta.r
R/fitTsfmMT.r
R/fitTsfmUpDn.r
R/fmCov.R
R/fmEsDecomp.R
R/fmRsq.R
R/fmSdDecomp.R
R/fmTstats.R
R/fmVaRDecomp.R
R/fmmc.R
R/fmmcSemiParam.R
R/paFm.r
R/plot.pafm.r
R/plot.sfm.r
R/plot.tsfm.r
R/plot.tsfmUpDn.r
R/portEsDecomp.R
R/portSdDecomp.R
R/portVaRDecomp.R
R/portVolDecomp.R
R/predict.ffm.R
R/predict.sfm.r
R/predict.tsfm.r
R/predict.tsfmUpDn.r
R/print.ffm.R
R/print.pafm.r
R/print.sfm.r
R/print.tsfm.r
R/print.tsfmUpDn.r
R/repCusum.R
R/repExposures.R
R/repReturn.R
R/repRisk.R
R/riskDecomp.R
R/robRiskBudget.R
R/simulateARL.R
R/summary.ffm.R
R/summary.pafm.r
R/summary.sfm.r
R/summary.tsfm.r
R/summary.tsfmUpDn.r
R/tsPlotMP.R
R/zzz.R
README.md
data/CommonFactors.RData
data/RussellData.rda
data/Stock.df.RData
data/StockReturns.RData
data/TreasuryYields.RData
data/cusumData.rda
data/factorDataSetDjia.rda
data/factorDataSetDjia5Yrs.rda
data/managers.ffm.rda
data/managers.rda
data/mktSP.rda
data/mktUS.rda
data/riskFreeRate.rda
data/stocks145scores6.rda
data/stocksWithFactorsData300.rda
data/wtsDjiaGmv.rda
data/wtsDjiaGmvLo.rda
data/wtsStocks145Gmv.rda
data/wtsStocks145GmvLo.rda
factorAnalytics.Rproj
inst/extdata/factorDataSet.csv
inst/extdata/timeSeriesReturns.csv
inst/scripts/test-ReturnExposureReporting.R
inst/tests/test-fitTsfm.r
man/.Rapp.history
man/CommonFactors.Rd
man/CornishFisher.Rd
man/RussellData.Rd
man/Stock.df.Rd
man/StockReturns.Rd
man/TreasuryYields.Rd
man/VIF.Rd
man/assetDecomp.Rd
man/chartCusum.Rd
man/chartRobRisk.Rd
man/cusumActMgr.Rd
man/cusumData.Rd
man/exposuresTseries.Rd
man/factorDataSetDjia.Rd
man/factorDataSetDjia5yrs.Rd
man/fitFfm.Rd
man/fitSfm.Rd
man/fitTsfm.Rd
man/fitTsfm.control.Rd
man/fitTsfmLagBeta.Rd
man/fitTsfmMT.Rd
man/fitTsfmUpDn.Rd
man/fmCov.Rd
man/fmEsDecomp.Rd
man/fmRsq.Rd
man/fmSdDecomp.Rd
man/fmTstats.Rd
man/fmVaRDecomp.Rd
man/fmmc.Rd
man/fmmc.estimate.se.Rd
man/fmmcSemiParam.Rd
man/managers.Rd
man/managers.ffm.Rd
man/mktSP.Rd
man/mktUS.Rd
man/paFm.Rd
man/plot.pafm.Rd
man/plot.sfm.Rd
man/plot.tsfm.Rd
man/plot.tsfmUpDn.Rd
man/portEsDecomp.Rd
man/portSdDecomp.Rd
man/portVaRDecomp.Rd
man/portVolDecomp.Rd
man/predict.ffm.Rd
man/predict.sfm.Rd
man/predict.tsfm.Rd
man/predict.tsfmUpDn.Rd
man/print.ffm.Rd
man/print.pafm.Rd
man/print.sfm.Rd
man/print.tsfm.Rd
man/print.tsfmUpDn.Rd
man/repExposures.Rd
man/repReturn.Rd
man/repRisk.Rd
man/riskDecomp.Rd
man/riskFreeRate.Rd
man/robRiskBudget.Rd
man/simulateARL.Rd
man/stocks145scores6.Rd
man/summary.cusumActMgr.Rd
man/summary.ffm.Rd
man/summary.pafm.Rd
man/summary.sfm.Rd
man/summary.tsfm.Rd
man/summary.tsfmUpDn.Rd
man/tsPlotMP.Rd
man/wtsDjiaGmv.Rd
man/wtsDjiaGmvLo.Rd
man/wtsStocks145Gmv.Rd
man/wtsStocks145GmvLo.Rd
sandbox/FF.R
sandbox/factors.csv
sandbox/getCommomFactor.r
sandbox/script.StyleTest.R
tests/testthat.R
tests/testthat/.gitignore
tests/testthat/test-VIF.R
tests/testthat/test-fmRsq.R
tests/testthat/test-fmTstats.R
tests/testthat/test-portEsDecomp.R
tests/testthat/test-portSdDecomp.R
tests/testthat/test-portVaRDecomp.R
tests/testthat/test-repExposures.R
tests/testthat/test-repReturn.R
tests/testthat/test-tsPlotMP.R
vignettes/GSoC2017 - Cusum Active Manager Vignette.pdf
vignettes/GSoC2017 - New Factor Model Vignette.pdf
vignettes/GSoC2017 - Robust Risk Budget Vignette.pdf
vignettes/factorAnalytics-manual.pdf
vignettes/ffmVignette-GSoC-2016.pdf
vignettes/fitSfm_vignette.pdf
vignettes/fitTsfm_vignette.pdf
