realized: Realized

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Realized Variance Toolkit

Author
Scott Payseur <scott.payseur@gmail.com>
Date of publication
2014-03-22 14:15:58
Maintainer
Scott Payseur <scott.payseur@gmail.com>
License
GPL (>= 2)
Version
3.0

View on R-Forge

Man pages

lltc.xts
LLTC Data
merge.realizedObject
Merging realizedObjects
rAccumulation
Realized Accumulation Plot
rc.avg
Realized Covariance: Average Subsample
rc.hy
Hayashi-Yoshida
rc.kernel
Realized Covariance: Kernel
rc.naive
Realized Covariance
rc.timescale
Realized Covariance: Two Timescales
rCumSum
Plot cummulative returns
rc.zero
Calculates the percentage of co-zero returns at a specified...
realized-internal
Internal realized objects
realizedObject
realizedObject
realized-package
Realized Variance, Covariance and Correlation
rKernel
Kernel Function
rKernel.available
Available Kernels
rMarginal
Maginal Contribution to Realized Estimate
rRealizedVariance
Calculate realized variance, covariance, or correlation.
rScatterReturns
Scatterplot of aligned returns
rSignature
Signature Plots
rv.avg
Realized Variance: Average Subsample
rv.kernel
Realized Variance: Kernel
rv.naive
Realized Variance
rv.timescale
Realized Variance: Two Timescales
rv.zero
Calculates the percentage of zero returns at a specified...
sbux.xts
Starbucks Data

Files in this package

realized/DESCRIPTION
realized/NAMESPACE
realized/R
realized/R/realized.R
realized/data
realized/data/lltc.xts.rda
realized/data/sbux.xts.rda
realized/inst
realized/inst/users.manual.08.script.q
realized/man
realized/man/lltc.xts.Rd
realized/man/merge.realizedObject.Rd
realized/man/rAccumulation.Rd
realized/man/rCumSum.Rd
realized/man/rKernel.Rd
realized/man/rKernel.available.Rd
realized/man/rMarginal.Rd
realized/man/rRealizedVariance.Rd
realized/man/rScatterReturns.Rd
realized/man/rSignature.Rd
realized/man/rc.avg.Rd
realized/man/rc.hy.Rd
realized/man/rc.kernel.Rd
realized/man/rc.naive.Rd
realized/man/rc.timescale.Rd
realized/man/rc.zero.Rd
realized/man/realized-internal.Rd
realized/man/realized-package.Rd
realized/man/realizedObject.Rd
realized/man/rv.avg.Rd
realized/man/rv.kernel.Rd
realized/man/rv.naive.Rd
realized/man/rv.timescale.Rd
realized/man/rv.zero.Rd
realized/man/sbux.xts.Rd
realized/src
realized/src/realized.c
realized/src/realized.h