realized: Realized
Version 3.0

Realized Variance Toolkit

Browse man pages Browse package API and functions Browse package files

AuthorScott Payseur <scott.payseur@gmail.com>
Date of publication2014-03-22 14:15:58
MaintainerScott Payseur <scott.payseur@gmail.com>
LicenseGPL (>= 2)
Version3.0
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("realized", repos="http://R-Forge.R-project.org")

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

Functions

.First.lib Man page
.accum.naive Man page
.alignReturns Man page
.alignedAccum Man page
.convertData Man page
.corImage Man page
.getDataCol Man page
.getDataColNum Man page
.kernel.chartoint Man page
.realized.variance Man page
[.realizedObject Man page
accum.naive Source code
alignIndices Source code
alignReturns Source code
alignedAccum Source code
convertData Source code
data.sameTime Man page Source code
data.toCts Man page Source code
data.toReturns Man page Source code
dim.realizedObject Man page Source code
getAlignPeriod Source code
getDataCol Source code
getDataColNum Source code
getReturns Man page Source code
kernel.chartoint Source code
lltc.xts Man page
merge.realizedObject Man page Source code
multixts Source code
onAttach Source code
onLoad Source code
plot.realizedObject Man page Source code
print.realizedObject Man page Source code
rAccumulation Man page Source code
rCumSum Man page Source code
rKernel Man page Source code
rKernel.available Man page Source code
rMarginal Man page Source code
rRealisedVariance Man page Source code
rRealized.variance Man page Source code
rRealizedVariance Man page Source code
rScatterReturns Man page Source code
rSignature Man page Source code
rSignature.plot Source code
rc.avg Man page Source code
rc.hy Man page Source code
rc.kernel Man page Source code
rc.naive Man page Source code
rc.subsample Source code
rc.timescale Man page Source code
rc.zero Man page Source code
realized Man page
realized-package Man page
realized.variance Source code
realizedObject Man page Source code
rv.avg Man page Source code
rv.kernel Man page Source code
rv.naive Man page Source code
rv.subsample Source code
rv.timescale Man page Source code
rv.zero Man page Source code
sameTime Source code
sbux.xts Man page
timeDate Man page
toCts Source code
ts2realized Man page Source code
tsGetDay Man page Source code
tsGetDayObject Man page Source code

Files

DESCRIPTION
NAMESPACE
R
R/realized.R
data
data/lltc.xts.rda
data/sbux.xts.rda
inst
inst/users.manual.08.script.q
man
man/lltc.xts.Rd
man/merge.realizedObject.Rd
man/rAccumulation.Rd
man/rCumSum.Rd
man/rKernel.Rd
man/rKernel.available.Rd
man/rMarginal.Rd
man/rRealizedVariance.Rd
man/rScatterReturns.Rd
man/rSignature.Rd
man/rc.avg.Rd
man/rc.hy.Rd
man/rc.kernel.Rd
man/rc.naive.Rd
man/rc.timescale.Rd
man/rc.zero.Rd
man/realized-internal.Rd
man/realized-package.Rd
man/realizedObject.Rd
man/rv.avg.Rd
man/rv.kernel.Rd
man/rv.naive.Rd
man/rv.timescale.Rd
man/rv.zero.Rd
man/sbux.xts.Rd
src
src/realized.c
src/realized.h
realized documentation built on May 21, 2017, 4 a.m.