Y&R Miscellaneous R Functions

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Documentation for package ‘YRmisc’ version 0.1.6

• DESCRIPTION file.
• Package NEWS.

Help Pages

cor.lag	Lag/Lead Correlation
cor.spearman	Spearman rank correlation
cv.annu.fv	Calculate future value of annuity
cv.annu.pv	Calculate present value of annuity
cv.axp	Create logarithm with a random base
cv.bondprice	Calculate the plain vanilla bond price
cv.diff	Calculating the difference of a time series
cv.drawdown	Largest draw down of returns
cv.lag	Create a lag variable
cv.lead	Create a lead variable
cv.logs	Create logarithm with a random base
cv.pctcng	Calculating rate of return of a vector
cv.powers	Create nth power variable
df.sortcol	Sort a data frame by a column
df.stack	Stack data frame by one classifier
ds.corm	Correlation matrix
ds.kurt	Calculating kurtosis for numeric data.
ds.mode	Calculating mode for numeric data
ds.skew	Calculating skewness for numeric data
ds.summ	Descriptive statistics of a data frame
pl.2ts	Time series plot for two variables
pl.2tsgg	Time series plot for two variables with ggplot2
pl.3smoothtxt	Scatter smooth plot with text overlay
pl.3smoothtxtgg	Scatter smooth plot with text overlay using ggplot2
pl.3txt	Scatter plot with text overlay
pl.3txtgg	Scatter plot with text overlay with ggplot2
pl.coplot	Scatter plot of x and y divided by z
pl.hist	Plot histograms for a data frame
pl.histgg	Plot histograms for a data frame with ggplot2
pl.hs	Plot histograms and scatter plots for a data frame
pl.hsd	Plot histogram with density line for a data frame
pl.hsdgg	Plot histograms for a data frame with ggplot2
pl.mv	Plot mean-variance simulation result
pl.s	Plot scatter plots for a data frame
pl.sgg	Plot scatter plots for a data frame using ggplot2
pl.sm	Plot scatter smooth plots for a data frame
pl.smgg	Plot scatter plots with smooth line for a data frame using ggplot2
pl.ts	Plot time series plots for a data frame
pl.tsgg	Plot times series plot for a data frame with ggplot2
pl.tss	Time series plot with multiple variables
pt.alpha	Stock return alpha
pt.annexrtn	Annualized excess return
pt.annrtn	Annualized return
pt.annsd	Annualized standard deviation
pt.beta	Stock return beta
pt.bias	Bias ratio
pt.btavg	Batting average
pt.cmexrtn	Cumulative excess return
pt.cmrtn	Cumulative return
pt.dalpha	Dual-alpha
pt.dbeta	Dual-beta
pt.exploss	Expected loss
pt.hismv	Mean-variance model with historical average returns and standard deviations
pt.info	Information ratio
pt.jalpha	Jensen's alpha
pt.m2	Modigliani risk-adjusted performance
pt.probloss	Probability of loss
pt.roy	Roy's safety-first criterion
pt.sdexrtn	Standard deviation of excess return
pt.semivar	Semivariance of loss
pt.sharp	Sharp ratio
pt.sortino	Sortino ratio
pt.te	Tracking error
pt.treynor	Treynor ratio
pt.udrtn	Average up and down returns
pt.updwcap	Up and down capture
reg.adj.r.squared	Adjusted R-squared for lm.fit
reg.aic	AIC for lm.fit
reg.bic	BIC for lm.fit
reg.dof	Degree of freedom for lim.fit
reg.dw	Durbin-Watson Test
reg.linreg	Linear regression processor
reg.model	Linear model generator
reg.r.squared	R-squared for lm.fit
reg.std.err	Standard error for lim.fit
tr.log	Sigmoid function
tr.logtb	Logistic function
tr.nd	Normal density function
tr.unli	Unit normal loss integral
xd.fred	Download data from Federal Reserve Bank of St. Louis
xd.fred.tickers	Federal Reserve Bank of St. Louis Economic Data Tickers