Fully Flexible Probabilities for Stress Testing and Portfolio
Construction
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘ffp’ version 0.2.2
Help Pages
-- A --
| as_ffp | Manipulate the 'ffp' Class |
| as_ffp.default | Manipulate the 'ffp' Class |
| as_ffp.integer | Manipulate the 'ffp' Class |
| autoplot.ffp | Inspection of a 'ffp' object with ggplot2 |
-- B --
| bind_probs | Stack Flexible Probabilities |
| bind_views | Stack Different Views |
| bootstrap_scenarios | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.data.frame | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.matrix | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.numeric | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.tbl | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.ts | Flexible Probabilities Driven Bootstrap |
| bootstrap_scenarios.xts | Flexible Probabilities Driven Bootstrap |
-- C --
| crisp | Full Information by Market Conditioning |
| crisp.data.frame | Full Information by Market Conditioning |
| crisp.default | Full Information by Market Conditioning |
| crisp.matrix | Full Information by Market Conditioning |
| crisp.numeric | Full Information by Market Conditioning |
| crisp.tbl_df | Full Information by Market Conditioning |
| crisp.ts | Full Information by Market Conditioning |
| crisp.xts | Full Information by Market Conditioning |
-- D --
| db | Dataset used in Historical Scenarios with Fully Flexible Probabilities ('matrix' format). |
| db_tbl | Dataset used in Historical Scenarios with Fully Flexible Probabilities ('tibble' format). |
| double_decay | Flexible Probabilities using Partial Information |
| double_decay.data.frame | Flexible Probabilities using Partial Information |
| double_decay.default | Flexible Probabilities using Partial Information |
| double_decay.matrix | Flexible Probabilities using Partial Information |
| double_decay.numeric | Flexible Probabilities using Partial Information |
| double_decay.tbl | Flexible Probabilities using Partial Information |
| double_decay.ts | Flexible Probabilities using Partial Information |
| double_decay.xts | Flexible Probabilities using Partial Information |
-- E --
| empirical_stats | Summary Statistics for Empirical Distributions |
| empirical_stats.data.frame | Summary Statistics for Empirical Distributions |
| empirical_stats.default | Summary Statistics for Empirical Distributions |
| empirical_stats.matrix | Summary Statistics for Empirical Distributions |
| empirical_stats.numeric | Summary Statistics for Empirical Distributions |
| empirical_stats.tbl_df | Summary Statistics for Empirical Distributions |
| empirical_stats.ts | Summary Statistics for Empirical Distributions |
| empirical_stats.xts | Summary Statistics for Empirical Distributions |
| ens | Effective Number of Scenarios |
| entropy_pooling | Numerical Entropy Minimization |
| exp_decay | Full Information by Exponential Decay |
| exp_decay.data.frame | Full Information by Exponential Decay |
| exp_decay.default | Full Information by Exponential Decay |
| exp_decay.matrix | Full Information by Exponential Decay |
| exp_decay.numeric | Full Information by Exponential Decay |
| exp_decay.tbl | Full Information by Exponential Decay |
| exp_decay.ts | Full Information by Exponential Decay |
| exp_decay.xts | Full Information by Exponential Decay |
-- F --
| ffp | Manipulate the 'ffp' Class |
| ffp_moments | Moments with Flexible Probabilities |
| ffp_moments.data.frame | Moments with Flexible Probabilities |
| ffp_moments.default | Moments with Flexible Probabilities |
| ffp_moments.matrix | Moments with Flexible Probabilities |
| ffp_moments.numeric | Moments with Flexible Probabilities |
| ffp_moments.tbl_df | Moments with Flexible Probabilities |
| ffp_moments.xts | Moments with Flexible Probabilities |
-- H --
| half_life | Half-Life Calculation |
-- I --
| is_ffp | Manipulate the 'ffp' Class |
-- K --
| kernel_entropy | Partial Information Kernel-Damping |
| kernel_entropy.data.frame | Partial Information Kernel-Damping |
| kernel_entropy.default | Partial Information Kernel-Damping |
| kernel_entropy.matrix | Partial Information Kernel-Damping |
| kernel_entropy.numeric | Partial Information Kernel-Damping |
| kernel_entropy.tbl_df | Partial Information Kernel-Damping |
| kernel_entropy.ts | Partial Information Kernel-Damping |
| kernel_entropy.xts | Partial Information Kernel-Damping |
| kernel_normal | Full Information by Kernel-Damping |
| kernel_normal.data.frame | Full Information by Kernel-Damping |
| kernel_normal.default | Full Information by Kernel-Damping |
| kernel_normal.matrix | Full Information by Kernel-Damping |
| kernel_normal.numeric | Full Information by Kernel-Damping |
| kernel_normal.tbl_df | Full Information by Kernel-Damping |
| kernel_normal.ts | Full Information by Kernel-Damping |
| kernel_normal.xts | Full Information by Kernel-Damping |
-- P --
| plot.ffp | Inspection of a 'ffp' object with ggplot2 |
-- R --
| relative_entropy | Relative Entropy |
-- S --
| scenario_density | Plot Scenarios |
| scenario_histogram | Plot Scenarios |
-- V --
| view_on_copula | Views on Copulas |
| view_on_copula.default | Views on Copulas |
| view_on_copula.matrix | Views on Copulas |
| view_on_copula.tbl_df | Views on Copulas |
| view_on_copula.xts | Views on Copulas |
| view_on_correlation | Views on Correlation Structure |
| view_on_correlation.default | Views on Correlation Structure |
| view_on_correlation.matrix | Views on Correlation Structure |
| view_on_correlation.tbl_df | Views on Correlation Structure |
| view_on_correlation.xts | Views on Correlation Structure |
| view_on_joint_distribution | Views on Joint Distribution |
| view_on_joint_distribution.default | Views on Joint Distribution |
| view_on_joint_distribution.matrix | Views on Joint Distribution |
| view_on_joint_distribution.tbl_df | Views on Joint Distribution |
| view_on_joint_distribution.xts | Views on Joint Distribution |
| view_on_marginal_distribution | Views on Marginal Distribution |
| view_on_marginal_distribution.default | Views on Marginal Distribution |
| view_on_marginal_distribution.matrix | Views on Marginal Distribution |
| view_on_marginal_distribution.tbl_df | Views on Marginal Distribution |
| view_on_marginal_distribution.xts | Views on Marginal Distribution |
| view_on_mean | Views on Expected Returns |
| view_on_mean.default | Views on Expected Returns |
| view_on_mean.matrix | Views on Expected Returns |
| view_on_mean.tbl_df | Views on Expected Returns |
| view_on_mean.xts | Views on Expected Returns |
| view_on_rank | Views on Relative Performance |
| view_on_rank.default | Views on Relative Performance |
| view_on_rank.matrix | Views on Relative Performance |
| view_on_rank.tbl_df | Views on Relative Performance |
| view_on_rank.xts | Views on Relative Performance |
| view_on_volatility | Views on Volatility |
| view_on_volatility.default | Views on Volatility |
| view_on_volatility.matrix | Views on Volatility |
| view_on_volatility.tbl_df | Views on Volatility |
| view_on_volatility.xts | Views on Volatility |