Files in vsrimurthy/EPFR
EPFR Quantitative Research Environment
.Rbuildignore
.gitignore
DESCRIPTION
EPFR.Rproj
LICENSE
NAMESPACE
R/EPFR.r
README.md
man/Ctry.info.Rd
man/Ctry.msci.Rd
man/Ctry.msci.index.changes.Rd
man/Ctry.msci.members.Rd
man/Ctry.msci.members.rng.Rd
man/Ctry.to.CtryGrp.Rd
man/EHD.Rd
man/GSec.to.GSgrp.Rd
man/acronymize.Rd
man/acronymize.wrapper.Rd
man/angle.Rd
man/args.canonical.Rd
man/args.comment.Rd
man/args.missing.Rd
man/args.rename.Rd
man/args.rename.body.Rd
man/array.bind.Rd
man/array.ex.list.Rd
man/array.unlist.Rd
man/ascending.Rd
man/avail.Rd
man/avg.model.Rd
man/avg.winsorized.Rd
man/avg.wtd.Rd
man/base.ex.int.Rd
man/base.to.int.Rd
man/bbk.Rd
man/bbk.bin.rets.prd.summ.Rd
man/bbk.bin.rets.summ.Rd
man/bbk.bin.xRet.Rd
man/bbk.data.Rd
man/bbk.drawdown.Rd
man/bbk.fwdRet.Rd
man/bbk.holidays.Rd
man/bbk.matrix.Rd
man/bbk.summ.Rd
man/bbk.turnover.Rd
man/bear.Rd
man/best.linear.strategy.blend.Rd
man/binomial.trial.Rd
man/bond.curve.expand.Rd
man/bond.price.Rd
man/brinson.Rd
man/britten.jones.Rd
man/britten.jones.data.Rd
man/britten.jones.data.stack.Rd
man/char.to.num.Rd
man/classification.threshold.Rd
man/col.ex.int.Rd
man/col.lag.Rd
man/col.to.int.Rd
man/combinations.Rd
man/combinations.ex.int.Rd
man/combinations.next.Rd
man/combinations.to.int.Rd
man/common.fund.flow.shock.Rd
man/compound.Rd
man/compound.flows.Rd
man/compound.sf.Rd
man/correl.Rd
man/covar.Rd
man/cpt.RgnSec.Rd
man/cpt.RgnSecJP.Rd
man/day.ex.date.Rd
man/day.ex.int.Rd
man/day.lag.Rd
man/day.seq.Rd
man/day.to.date.Rd
man/day.to.int.Rd
man/day.to.week.Rd
man/day.to.weekday.Rd
man/decimal.format.Rd
man/dir.all.files.Rd
man/dir.clear.Rd
man/dir.ensure.Rd
man/dir.kill.Rd
man/dir.make.Rd
man/dir.parameters.Rd
man/dir.parent.Rd
man/dir.publications.Rd
man/dir.size.Rd
man/dtw.Rd
man/dup.code.Rd
man/email.Rd
man/email.exists.Rd
man/email.kill.Rd
man/email.list.Rd
man/email.record.Rd
man/err.raise.Rd
man/err.raise.txt.Rd
man/event.read.Rd
man/excise.zeroes.Rd
man/extract.AnnMn.sf.Rd
man/extract.AnnMn.sf.wrapper.Rd
man/farben.Rd
man/fcn.all.canonical.Rd
man/fcn.all.roxygenize.Rd
man/fcn.all.sub.Rd
man/fcn.all.super.Rd
man/fcn.args.actual.Rd
man/fcn.args.comment.Rd
man/fcn.canonical.Rd
man/fcn.comments.parse.Rd
man/fcn.date.Rd
man/fcn.dates.parse.Rd
man/fcn.dir.Rd
man/fcn.direct.map.Rd
man/fcn.direct.sub.Rd
man/fcn.direct.super.Rd
man/fcn.expressions.count.Rd
man/fcn.expressions.to.txt.Rd
man/fcn.extract.args.Rd
man/fcn.extract.out.Rd
man/fcn.has.Rd
man/fcn.indent.proper.Rd
man/fcn.lines.code.Rd
man/fcn.lines.count.Rd
man/fcn.list.Rd
man/fcn.lite.Rd
man/fcn.mat.col.Rd
man/fcn.mat.num.Rd
man/fcn.mat.vec.Rd
man/fcn.nonNA.Rd
man/fcn.num.nonNA.Rd
man/fcn.order.Rd
man/fcn.pair.comment.Rd
man/fcn.pair.comment.wrapper.Rd
man/fcn.path.Rd
man/fcn.roxygenize.Rd
man/fcn.sho.Rd
man/fcn.simple.Rd
man/fcn.to.comments.Rd
man/fcn.to.txt.Rd
man/fcn.vec.grp.Rd
man/fcn.vec.num.Rd
man/fetch.Rd
man/file.bkp.Rd
man/file.date.Rd
man/file.kill.Rd
man/file.mtime.to.time.Rd
man/file.time.Rd
man/file.to.last.Rd
man/find.data.Rd
man/find.gaps.Rd
man/fix.gaps.Rd
man/flowdate.diff.Rd
man/flowdate.ex.AllocMo.Rd
man/flowdate.ex.int.Rd
man/flowdate.ex.yyyymm.Rd
man/flowdate.exists.Rd
man/flowdate.lag.Rd
man/flowdate.seq.Rd
man/flowdate.to.int.Rd
man/ftp.all.dir.Rd
man/ftp.all.files.Rd
man/ftp.all.files.underlying.Rd
man/ftp.credential.Rd
man/ftp.del.Rd
man/ftp.dir.Rd
man/ftp.dir.parse.ftp.Rd
man/ftp.dir.parse.sftp.Rd
man/ftp.download.Rd
man/ftp.exists.Rd
man/ftp.file.Rd
man/ftp.get.Rd
man/ftp.info.Rd
man/ftp.kill.Rd
man/ftp.list.Rd
man/ftp.missing.Rd
man/ftp.missing.underlying.Rd
man/ftp.parent.Rd
man/ftp.put.Rd
man/ftp.record.Rd
man/ftp.rmdir.Rd
man/ftp.sql.factor.Rd
man/ftp.upload.Rd
man/fwd.probs.Rd
man/fwd.probs.wrapper.Rd
man/glome.ex.R3.Rd
man/gram.schmidt.Rd
man/html.and.Rd
man/html.email.Rd
man/html.ex.utf8.Rd
man/html.flow.breakdown.Rd
man/html.flow.english.Rd
man/html.flow.underlying.Rd
man/html.image.Rd
man/html.list.Rd
man/html.positioning.Rd
man/html.problem.Rd
man/html.problem.underlying.Rd
man/html.signature.Rd
man/html.tbl.Rd
man/html.tenure.Rd
man/int.format.Rd
man/int.random.Rd
man/int.to.prime.Rd
man/isin.exists.Rd
man/knapsack.count.Rd
man/knapsack.ex.int.Rd
man/knapsack.next.Rd
man/knapsack.prev.Rd
man/knapsack.to.int.Rd
man/latin.ex.arabic.Rd
man/latin.to.arabic.Rd
man/list.rename.Rd
man/load.dy.vbl.1obj.Rd
man/load.dy.vbl.Rd
man/load.mo.vbl.1obj.Rd
man/load.mo.vbl.Rd
man/load.vbl.underlying.Rd
man/machine.info.Rd
man/map.classif.Rd
man/map.rname.Rd
man/mat.compound.Rd
man/mat.correl.Rd
man/mat.count.Rd
man/mat.daily.to.monthly.Rd
man/mat.daily.to.weekly.Rd
man/mat.diff.Rd
man/mat.ex.array.Rd
man/mat.ex.list.Rd
man/mat.ex.matrix.Rd
man/mat.ex.vec.Rd
man/mat.index.Rd
man/mat.lag.Rd
man/mat.last.to.first.Rd
man/mat.rank.Rd
man/mat.read.Rd
man/mat.reverse.Rd
man/mat.rollsum.Rd
man/mat.sort.Rd
man/mat.subset.Rd
man/mat.to.last.Idx.Rd
man/mat.to.obs.Rd
man/mat.to.xlModel.Rd
man/mat.weekly.to.daily.Rd
man/mat.write.Rd
man/mat.zScore.Rd
man/maturity.bucket.Rd
man/mk.1dActWtTrend.Ctry.Rd
man/mk.1dActWtTrend.Sec.Rd
man/mk.1dFloMo.Ctry.Rd
man/mk.1dFloMo.Ctry.data.Rd
man/mk.1dFloMo.Ctry.rslt.Rd
man/mk.1dFloMo.CtrySG.Rd
man/mk.1dFloMo.FI.Rd
man/mk.1dFloMo.Indy.Rd
man/mk.1dFloMo.Rgn.Rd
man/mk.1dFloMo.Sec.Rd
man/mk.1dFloMo.Sec.rslt.Rd
man/mk.1dFloTrend.Ctry.Rd
man/mk.1dFloTrend.Sec.Rd
man/mk.1mActPas.Ctry.Rd
man/mk.1mActPas.Sec.Rd
man/mk.1mAllocMo.Rd
man/mk.1mBullish.Ctry.Rd
man/mk.1mBullish.Sec.Rd
man/mk.1mBullish.rslt.Rd
man/mk.1mFloMo.Ctry.Rd
man/mk.1wFloMo.CtryFlow.Rd
man/mk.1wFloMo.CtryFlow.data.Rd
man/mk.1wFloMo.CtryFlow.local.Rd
man/mk.1wFloMo.CtryFlow.rslt.Rd
man/mk.1wFloMo.IndyFlow.Rd
man/mk.1wFloMo.IndyFlow.map.Rd
man/mk.ActWt.Rd
man/mk.Alpha.Rd
man/mk.Alpha.daily.Rd
man/mk.EigenCentrality.Rd
man/mk.FloBeta.Rd
man/mk.Fragility.Rd
man/mk.Mem.Rd
man/mk.SRIMem.Rd
man/mk.SatoMem.Rd
man/mk.Wt.Rd
man/mk.avail.Rd
man/mk.beta.Rd
man/mk.isin.Rd
man/mk.sf.daily.Rd
man/mk.sqlDump.Rd
man/mk.vbl.chg.Rd
man/mk.vbl.diff.Rd
man/mk.vbl.lag.Rd
man/mk.vbl.max.Rd
man/mk.vbl.ratio.Rd
man/mk.vbl.scale.Rd
man/mk.vbl.sum.Rd
man/mk.vbl.trail.fetch.Rd
man/mk.vbl.trail.sum.Rd
man/mk.vbl.vol.Rd
man/multi.asset.Rd
man/nameTo.Rd
man/nameTo.underlying.Rd
man/nonneg.Rd
man/num.exists.Rd
man/nyse.holidays.Rd
man/nyse.lag.Rd
man/obj.diff.Rd
man/obj.lag.Rd
man/obj.seq.Rd
man/optimal.Rd
man/parameters.Rd
man/parameters.ex.file.Rd
man/permutations.Rd
man/permutations.next.Rd
man/pivot.1d.Rd
man/pivot.Rd
man/plurality.map.Rd
man/portfolio.beta.wrapper.Rd
man/portfolio.residual.Rd
man/position.floPct.Rd
man/principal.components.Rd
man/principal.components.covar.Rd
man/principal.components.underlying.Rd
man/proc.count.Rd
man/proc.kill.Rd
man/product.Rd
man/production.write.Rd
man/pstudent2.Rd
man/ptile.Rd
man/publications.data.Rd
man/publish.daily.last.Rd
man/publish.monthly.last.Rd
man/publish.weekly.last.Rd
man/qa.filter.map.Rd
man/qa.mat.read.Rd
man/qtl.Rd
man/qtl.eq.Rd
man/qtl.fast.Rd
man/qtl.single.grp.Rd
man/qtr.ex.int.Rd
man/qtr.lag.Rd
man/qtr.seq.Rd
man/qtr.to.int.Rd
man/quant.info.Rd
man/read.EPFR.Rd
man/read.prcRet.Rd
man/recipient.exists.Rd
man/recipient.read.Rd
man/record.exists.Rd
man/record.kill.Rd
man/record.read.Rd
man/record.track.Rd
man/record.write.Rd
man/refresh.predictors.Rd
man/refresh.predictors.append.Rd
man/refresh.predictors.daily.Rd
man/refresh.predictors.monthly.Rd
man/refresh.predictors.script.Rd
man/refresh.predictors.weekly.Rd
man/renorm.Rd
man/reshape.long.Rd
man/reshape.wide.Rd
man/ret.ex.idx.Rd
man/ret.idx.gaps.fix.Rd
man/ret.outliers.Rd
man/ret.to.idx.Rd
man/ret.to.log.Rd
man/rgb.diff.Rd
man/rpt.email.Rd
man/rpt.email.send.Rd
man/rquaternion.Rd
man/rrw.Rd
man/rrw.factors.Rd
man/rrw.underlying.Rd
man/run.cs.reg.Rd
man/scree.Rd
man/seconds.sho.Rd
man/separating.hyperplane.Rd
man/sf.Rd
man/sf.bin.nms.Rd
man/sf.daily.Rd
man/sf.detail.Rd
man/sf.single.bsim.Rd
man/sf.subset.Rd
man/sf.underlying.data.Rd
man/sf.underlying.data.bin.Rd
man/sf.underlying.summ.Rd
man/sfpd.ActWtTrend.Rd
man/sfpd.AllocMo.Rd
man/sfpd.AllocSkew.Rd
man/sfpd.FloDollar.Rd
man/sfpd.FloMo.Rd
man/sfpd.FloMo.underlying.Rd
man/sfpd.FloTrend.Rd
man/sfpd.FloTrend.holdings.Rd
man/sfpd.FloTrend.parameterize.Rd
man/sfpd.FloTrend.underlying.Rd
man/sfpd.Flow.Rd
man/sfpd.Holdings.Rd
man/sfpd.ION.Rd
man/sfpd.Wt.Rd
man/sfpd.filter.Rd
man/shell.wrapper.Rd
man/sim.direction.Rd
man/sim.direction.buy.Rd
man/sim.direction.sell.Rd
man/sim.fetch.Rd
man/sim.limits.Rd
man/sim.optimal.Rd
man/sim.overall.Rd
man/sim.seed.Rd
man/sim.summ.Rd
man/sim.trade.grp.Rd
man/sim.trade.stk.Rd
man/smear.Q1.Rd
man/sql.1dActWtTrend.Alloc.Rd
man/sql.1dActWtTrend.Final.Rd
man/sql.1dActWtTrend.Flow.Rd
man/sql.1dActWtTrend.select.Rd
man/sql.1dFloMo.CountryId.List.Rd
man/sql.1dFloMo.CtrySG.Rd
man/sql.1dFloMo.FI.Rd
man/sql.1dFloMo.FI.grp.Rd
man/sql.1dFloMo.FI.underlying.Rd
man/sql.1dFloMo.Rd
man/sql.1dFloMo.Rgn.Rd
man/sql.1dFloMo.Sec.topline.Rd
man/sql.1dFloMo.aum.Rd
man/sql.1dFloMo.filter.Rd
man/sql.1dFloMo.grp.Rd
man/sql.1dFloMo.hld.Rd
man/sql.1dFloMo.select.Rd
man/sql.1dFloMo.select.wrapper.Rd
man/sql.1dFloTrend.Alloc.Rd
man/sql.1dFloTrend.Alloc.data.Rd
man/sql.1dFloTrend.Alloc.fetch.Rd
man/sql.1dFloTrend.Alloc.final.Rd
man/sql.1dFloTrend.Alloc.from.Rd
man/sql.1dFloTrend.Alloc.purge.Rd
man/sql.1dFundCt.Rd
man/sql.1mActWt.Rd
man/sql.1mActWt.underlying.Rd
man/sql.1mAllocD.Rd
man/sql.1mAllocD.data.Rd
man/sql.1mAllocD.data.underlying.Rd
man/sql.1mAllocD.select.Rd
man/sql.1mAllocSkew.Rd
man/sql.1mAllocSkew.topline.Rd
man/sql.1mAllocSkew.topline.from.Rd
man/sql.1mAllocSkew.underlying.Rd
man/sql.1mAllocSkew.underlying.basic.Rd
man/sql.1mBullish.Alloc.Rd
man/sql.1mBullish.Final.Rd
man/sql.1mChActWt.Rd
man/sql.1mFundCt.Rd
man/sql.1mHoldAum.Rd
man/sql.1mSRIAdvisorPct.Rd
man/sql.1wFlow.Corp.Rd
man/sql.ActWtDiff2.Rd
man/sql.Allocation.Rd
man/sql.Allocation.Sec.FinsExREst.Rd
man/sql.Allocation.Sec.Rd
man/sql.Allocations.bulk.EqWtAvg.Rd
man/sql.Allocations.bulk.Single.Rd
man/sql.BenchIndex.duplication.Rd
man/sql.Bullish.Rd
man/sql.CtryFlow.Alloc.Rd
man/sql.CtryFlow.Flow.Rd
man/sql.DailyFlo.Rd
man/sql.Diff.Rd
man/sql.Dispersion.Rd
man/sql.Flow.Rd
man/sql.Flow.tbl.Rd
man/sql.Foreign.Rd
man/sql.FundHistory.Rd
man/sql.FundHistory.macro.Rd
man/sql.FundHistory.sf.Rd
man/sql.HerdingLSV.Rd
man/sql.Holdings.Rd
man/sql.Mo.Rd
man/sql.MonthlyAlloc.Rd
man/sql.MonthlyAssetsEnd.Rd
man/sql.Overweight.Rd
man/sql.RDSuniv.Rd
man/sql.ReportDate.Rd
man/sql.SRI.Rd
man/sql.ShareClass.Rd
man/sql.ShsSurp.Rd
man/sql.TopDownAllocs.Rd
man/sql.TopDownAllocs.items.Rd
man/sql.TopDownAllocs.underlying.Rd
man/sql.Trend.Rd
man/sql.and.Rd
man/sql.arguments.Rd
man/sql.bcp.Rd
man/sql.breakdown.Rd
man/sql.case.Rd
man/sql.close.Rd
man/sql.common.Rd
man/sql.connect.Rd
man/sql.connect.wrapper.Rd
man/sql.cross.border.Rd
man/sql.currprior.Rd
man/sql.datediff.Rd
man/sql.declare.Rd
man/sql.declare.wrapper.Rd
man/sql.delete.Rd
man/sql.drop.Rd
man/sql.exists.Rd
man/sql.extra.domicile.Rd
man/sql.get.Rd
man/sql.in.Rd
man/sql.index.Rd
man/sql.into.Rd
man/sql.label.Rd
man/sql.map.classif.Rd
man/sql.mat.cofactor.Rd
man/sql.mat.crossprod.Rd
man/sql.mat.crossprod.vector.Rd
man/sql.mat.determinant.Rd
man/sql.mat.flip.Rd
man/sql.mat.multiply.Rd
man/sql.median.Rd
man/sql.nonneg.Rd
man/sql.query.Rd
man/sql.query.underlying.Rd
man/sql.regr.Rd
man/sql.tbl.Rd
man/sql.tbl.from.Rd
man/sql.ui.Rd
man/sql.unbracket.Rd
man/sql.update.Rd
man/sql.yield.curve.1dFloMo.Rd
man/sql.yield.curve.Rd
man/sql.yyyymm.Rd
man/sql.yyyymmdd.Rd
man/straight.Rd
man/strat.dir.Rd
man/strat.email.Rd
man/strat.file.Rd
man/strat.path.Rd
man/stratrets.Rd
man/stratrets.bbk.Rd
man/stratrets.beta.Rd
man/stratrets.data.Rd
man/stratrets.indicator.Rd
man/stratrets.path.Rd
man/stratrets.returns.Rd
man/stratrets.subset.Ctry.Rd
man/stratrets.subset.Rd
man/summ.multi.Rd
man/today.Rd
man/tstat.Rd
man/txt.anagram.Rd
man/txt.anagram.underlying.Rd
man/txt.bracket.Rd
man/txt.core.Rd
man/txt.count.Rd
man/txt.ex.file.Rd
man/txt.ex.int.Rd
man/txt.ex.int.cardinal.Rd
man/txt.ex.int.cardinal.wrapper.Rd
man/txt.ex.int.ordinal.Rd
man/txt.ex.int.ordinal.wrapper.Rd
man/txt.ex.int.underlying.Rd
man/txt.excise.Rd
man/txt.expand.Rd
man/txt.first.Rd
man/txt.gunning.Rd
man/txt.has.Rd
man/txt.hdr.Rd
man/txt.itrim.Rd
man/txt.left.Rd
man/txt.levenshtein.Rd
man/txt.na.Rd
man/txt.name.format.Rd
man/txt.parse.Rd
man/txt.parse.delimit.Rd
man/txt.prepend.Rd
man/txt.regexp.Rd
man/txt.regr.Rd
man/txt.replace.Rd
man/txt.reverse.Rd
man/txt.right.Rd
man/txt.space.Rd
man/txt.subclass.Rd
man/txt.subclass.bulk.Rd
man/txt.subclass.underlying.Rd
man/txt.subclass.wrapper.Rd
man/txt.to.char.Rd
man/txt.trim.Rd
man/txt.trim.left.Rd
man/txt.trim.right.Rd
man/txt.words.Rd
man/urn.exact.Rd
man/utf8.to.quoted.printable.Rd
man/variance.ratio.test.Rd
man/vec.cat.Rd
man/vec.count.Rd
man/vec.cum.Rd
man/vec.diff.Rd
man/vec.ex.filters.Rd
man/vec.first.Rd
man/vec.lag.Rd
man/vec.last.Rd
man/vec.max.Rd
man/vec.min.Rd
man/vec.named.Rd
man/vec.read.Rd
man/vec.swap.Rd
man/vec.to.list.Rd
man/vec.unique.Rd
man/versionR.Rd
man/weekday.to.name.Rd
man/wrap.Rd
man/yyyy.ex.period.Rd
man/yyyy.ex.yy.Rd
man/yyyy.periods.count.Rd
man/yyyymm.diff.Rd
man/yyyymm.ex.int.Rd
man/yyyymm.ex.qtr.Rd
man/yyyymm.exists.Rd
man/yyyymm.lag.Rd
man/yyyymm.seq.Rd
man/yyyymm.to.day.Rd
man/yyyymm.to.int.Rd
man/yyyymm.to.qtr.Rd
man/yyyymm.to.yyyy.Rd
man/yyyymmdd.bulk.Rd
man/yyyymmdd.diff.Rd
man/yyyymmdd.ex.day.Rd
man/yyyymmdd.ex.int.Rd
man/yyyymmdd.ex.txt.Rd
man/yyyymmdd.ex.yyyymm.Rd
man/yyyymmdd.exists.Rd
man/yyyymmdd.lag.Rd
man/yyyymmdd.seq.Rd
man/yyyymmdd.to.AllocMo.Rd
man/yyyymmdd.to.AllocMo.unique.Rd
man/yyyymmdd.to.int.Rd
man/yyyymmdd.to.txt.Rd
man/yyyymmdd.to.weekofmonth.Rd
man/yyyymmdd.to.yyyymm.Rd
man/zScore.Rd
man/zScore.underlying.Rd
man/zav.Rd
