Man pages for voigtstefan/privtools
privtools - Small package to track my progress

adj.predloglikPredlikelihood
adjweightAdjust weights
costRebalancing costs
createdfCreate df to save results
demeandemeans a matrix columnwise
download_dataDownload data source for Portfolio horse race This script...
extract_industriesExtracts Industries based on a list of tickers given in a...
extract_MCMCextract_MCMC
getmarketdataDownload financial data
horseracehorserace
ledoitwolfComputes Ledoit-Wolf shrinkage covariance estimator
multiplotPlot multiple figures with ggplot
portfolio_optimizerFind portfolio weights (Mean-Variance approach)
predlikelihood_brkPredlikelihood
predlikelihood_lwPredlikelihood
predlikelihood_samplePredlikelihood
predlikelihood_stochvolPredlikelihood
predstochvolDraws from predictive return distribution with MSVF
repmatR equivalent of repmat (matlab)
save_dataSave .h5 file
startdatestartdate
utilityUtility functions
voigtstefan/privtools documentation built on June 23, 2017, 9:05 a.m.