API for LFUrmutils
LFU Risk Management Utilities
| Global functions | |
|---|---|
| .interactiveMultiEWMAPlot | Source code |
| .interactiveUnivVolaPlot | Source code |
| .plot_MultiEWMA_1 | Source code |
| .plot_MultiEWMA_10 | Source code |
| .plot_MultiEWMA_11 | Source code |
| .plot_MultiEWMA_12 | Source code |
| .plot_MultiEWMA_13 | Source code |
| .plot_MultiEWMA_14 | Source code |
| .plot_MultiEWMA_2 | Source code |
| .plot_MultiEWMA_3 | Source code |
| .plot_MultiEWMA_4 | Source code |
| .plot_MultiEWMA_5 | Source code |
| .plot_MultiEWMA_6 | Source code |
| .plot_MultiEWMA_7 | Source code |
| .plot_MultiEWMA_8 | Source code |
| .plot_MultiEWMA_9 | Source code |
| .plot_UnivVola_1 | Source code |
| .plot_UnivVola_10 | Source code |
| .plot_UnivVola_11 | Source code |
| .plot_UnivVola_12 | Source code |
| .plot_UnivVola_13 | Source code |
| .plot_UnivVola_2 | Source code |
| .plot_UnivVola_3 | Source code |
| .plot_UnivVola_4 | Source code |
| .plot_UnivVola_5 | Source code |
| .plot_UnivVola_6 | Source code |
| .plot_UnivVola_7 | Source code |
| .plot_UnivVola_8 | Source code |
| .plot_UnivVola_9 | Source code |
| CRSPday_zoo | Man page |
| LFUrmutils-package | Man page |
| MultiEWMA | Man page Source code |
| NextBusinessDay | Man page Source code |
| UnivVola | Man page Source code |
| ccor | Man page Source code |
| ccor.MultiEWMA | Man page Source code |
| est.ewma | Source code |
| fitted | Man page |
| fitted.MultiEWMA | Man page Source code |
| fitted.UnivVola | Man page Source code |
| logLik | Man page |
| logLik.MultiEWMA | Man page Source code |
| logLik.UnivVola | Man page Source code |
| logLik.fGARCH | Man page Source code |
| lrtest.fGARCH | Man page |
| matrix.sqrt | Source code |
| matrix.sqrt.inv | Source code |
| mse | Man page Source code |
| mse.MultiEWMA | Man page Source code |
| mse.UnivVola | Man page Source code |
| mse.fGARCH | Man page Source code |
| nllik.ewma | Source code |
| plot.MultiEWMA | Man page |
| plot.UnivVola | Man page |
| residuals.MultiEWMA | Man page Source code |
| residuals.UnivVola | Man page Source code |
| varcov | Man page Source code |
| varcov.MultiEWMA | Man page Source code |
| vola | Man page Source code |
| vola.MultiEWMA | Man page Source code |
| vola.UnivVola | Man page Source code |
| vola.fGARCH | Man page Source code |
