fAssets-package |
Analysing and Modelling Financial Assets |
.baggedMeanCov |
Estimation of Mean and Covariances of Asset Sets |
.bayesSteinMeanCov |
Estimation of Mean and Covariances of Asset Sets |
.cov.arw |
Estimation of Mean and Covariances of Asset Sets |
.cov.nnve |
Estimation of Mean and Covariances of Asset Sets |
.cov.shrink |
Estimation of Mean and Covariances of Asset Sets |
.donostahMeanCov |
Estimation of Mean and Covariances of Asset Sets |
.ledoitWolfMeanCov |
Estimation of Mean and Covariances of Asset Sets |
.rmtMeanCov |
Estimation of Mean and Covariances of Asset Sets |
.studentMeanCov |
Estimation of Mean and Covariances of Asset Sets |
abcArrange |
Rearranging Assets Columnwise |
assetsArrange |
Rearranging Assets Columnwise |
assetsBasicStatsPlot |
Stars Plots of Assets. |
assetsBoxPercentilePlot |
Displays a Box Plot of Assets |
assetsBoxPlot |
Displays a Box Plot of Assets |
assetsBoxStatsPlot |
Stars Plots of Assets. |
assetsCorEigenPlot |
Assets Similarity Plots |
assetsCorgramPlot |
Assets Pairs Plot |
assetsCorImagePlot |
Assets Pairs Plot |
assetsCorTestPlot |
Assets Pairs Plot |
assetsCumulatedPlot |
Displays Series Plots of Assets. |
assetsDendrogramPlot |
Assets Similarity Plots |
assetsDist |
Distance Measures |
assetsFit |
Modeling Multivariate Asset Sets |
assetsHistPairsPlot |
Bivariate Histogram Plots of Assets |
assetsHistPlot |
Histogram Plots of Assets |
assetsLogDensityPlot |
Histogram Plots of Assets |
assetsLPM |
Computation of Lower Partial Moments of Asset Sets |
assetsMeanCov |
Estimation of Mean and Covariances of Asset Sets |
assetsMomentsPlot |
Stars Plots of Assets. |
assetsNIGFitPlot |
Stars Plots of Assets. |
assetsNIGShapeTrianglePlot |
Assets Risk Plots |
assetsOutliers |
Detection of Outliers in Asset Sets |
assetsPairsPlot |
Assets Pairs Plot |
assetsQQNormPlot |
Normal Quantile-Quantile Plots |
assetsReturnPlot |
Displays Series Plots of Assets. |
assetsRiskReturnPlot |
Assets Risk Plots |
assetsSelect |
Selecting Assets from Multivariate Asset Sets |
assetsSeriesPlot |
Displays Series Plots of Assets. |
assetsSim |
Modeling Multivariate Asset Sets |
assetsSLPM |
Computation of Lower Partial Moments of Asset Sets |
assetsStarsPlot |
Stars Plots of Assets. |
assetsTest |
Testing Normality of Multivariate Asset Sets |
assetsTreePlot |
Assets Tree Plot |
binaryDist |
Distance Measures |
binningPlot |
Bivariate Histogram Plots of Assets |
boxPlot |
Displays a Box Plot of Assets |
braycurtisDist |
Distance Measures |
canberraDist |
Distance Measures |
corDist |
Distance Measures |
covEllipsesPlot |
Displays a Covariance Ellipses Plot |
euclideanDist |
Distance Measures |
fAssets |
Analysing and Modelling Financial Assets |
getCenterRob |
Estimation of Mean and Covariances of Asset Sets |
getCovRob |
Estimation of Mean and Covariances of Asset Sets |
hclustArrange |
Rearranging Assets Columnwise |
histPlot |
Histogram Plots of Assets |
jaccardDist |
Distance Measures |
kendallDist |
Distance Measures |
mahalanobisDist |
Distance Measures |
manhattanDist |
Distance Measures |
maximumDist |
Distance Measures |
minkowskiDist |
Distance Measures |
mutinfoDist |
Distance Measures |
mvenergyTest |
Testing Normality of Multivariate Asset Sets |
mvshapiroTest |
Testing Normality of Multivariate Asset Sets |
orderArrange |
Rearranging Assets Columnwise |
pairsPlot |
Assets Pairs Plot |
pcaArrange |
Rearranging Assets Columnwise |
sampleArrange |
Rearranging Assets Columnwise |
seriesPlot |
Displays Series Plots of Assets. |
seriesPlots |
Assets Risk Plots |
similarityPlot |
Assets Similarity Plots |
sorensenDist |
Distance Measures |
spearmanDist |
Distance Measures |
starsPlot |
Stars Plots of Assets. |
statsArrange |
Rearranging Assets Columnwise |
treePlot |
Assets Tree Plot |