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[returnanalytics] Index of /pkg/Meucci/R
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Index of /pkg/Meucci/R

Files shown:58
Directory revision: 3984 (of 4028)
Sticky Revision:


File Rev. Age Author Last log entry
 Parent Directory        
BlackLittermanFormula.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
BlackScholesCallPrice.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
ButterflyTradingFunctions.R  3677  3 years  xavierv  Fixed and formatted AnalyticalvsNumerical and ButterflyTrading codes and its dep...
CentralAndStandardizedStatistics.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
CmaCopula.R  3673  3 years  xavierv  Ported Torsion and Inverse Call papers, formatted AnalyticalvsNumerical and its ...
ConvertChangeInYield2Price.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
CovertCompoundedReturns2Price.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
DetectOutliersviaMVE.R  3682  3 years  xavierv  - Formatted demo scripts and its functions up to HermiteGrid_demo
DoubleDecay.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
DynamicPortfolioManagement.R  3945  3 years  xavierv  Formatted demo scripts and its relating functions up to S_B*
EffectiveBets.R  3745  3 years  xavierv  - Added files missing. Fixed and formatted scripts up to RankingInformation demo
EfficientFrontierPrices.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
EfficientFrontierReturns.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
EfficientFrontierReturnsBenchmark.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
EntropyProg.R  3717  3 years  xavierv  - fixed HermiteGrid_demo demo script
Fit2Moms.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
FitExpectationMaximization.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
FitMultivariateGarch.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
FitOrnsteinUhlenbeck.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
FullyFlexibleBayesNets.R  3895  3 years  xavierv  Added Dynamic Portfolio Management paper scripts and case studies, reformatted a...
GenerateUniformDrawsOnUnitSphere.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
HermiteGrid.R  3735  3 years  xavierv  - fixed HermiteGrid_CaseStudy demo script, ported the necessary data and exporte...
InterExtrapolate.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
InvariantProjection.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
InverseCallTransformation.R  3745  3 years  xavierv  - Added files missing. Fixed and formatted scripts up to RankingInformation demo
LeastInfoKernel.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
Log2Lin.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
LognormalCopulaPdf.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
LognormalMoments2Parameters.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
LognormalParameters2Statistics.R  3945  3 years  xavierv  Formatted demo scripts and its relating functions up to S_B*
MVOUPosterior.R  3895  3 years  xavierv  Added Dynamic Portfolio Management paper scripts and case studies, reformatted a...
MVOUPrior.R  3895  3 years  xavierv  Added Dynamic Portfolio Management paper scripts and case studies, reformatted a...
MaxRsqCS.R  3953  3 years  xavierv  Formatted demo scripts and relating functions up to S_D*
MaxRsqTS.R  3953  3 years  xavierv  Formatted demo scripts and relating functions up to S_D*
MeanDiversificationFrontier.R  2284  6 years  braverock  - re-merge changes from Manan's last commit svn r2255, oiginal svn mv was somewh...
MleRecursionForStudentT.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
MultivariateOUnCointegration.R  3953  3 years  xavierv  Formatted demo scripts and relating functions up to S_D*
MvnRnd.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
NormalCopulaPdf.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
PerformIidAnalysis.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
PlotCompositionEfficientFrontier.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
PlotDistributions.R  3745  3 years  xavierv  - Added files missing. Fixed and formatted scripts up to RankingInformation demo
PlotMarginalsNormalInverseWishart.R  3945  3 years  xavierv  Formatted demo scripts and its relating functions up to S_B*
PlotVolVsCompositionEfficientFrontier.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
Prior2Posterior.R  3673  3 years  xavierv  Ported Torsion and Inverse Call papers, formatted AnalyticalvsNumerical and its ...
ProjectionStudentT.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
QuadraticMatVC.R  3895  3 years  xavierv  Added Dynamic Portfolio Management paper scripts and case studies, reformatted a...
QuantileMixture.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
RandNormalInverseWishart.R  3945  3 years  xavierv  Formatted demo scripts and its relating functions up to S_B*
RankingInformationFunctions.R  3745  3 years  xavierv  - Added files missing. Fixed and formatted scripts up to RankingInformation demo
RobustBayesianAllocation.R  3947  3 years  xavierv  fixed R check errors and formatted demoscripts until S_C*
SimulateJumpDiffusionMerton.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...
StudentTCopulaPdf.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
Torsion.R  3745  3 years  xavierv  - Added files missing. Fixed and formatted scripts up to RankingInformation demo
TwoDimEllipsoid.R  3984  3 years  xavierv  Fixed documentation and reformated demo scripts and its relating functions up to...
data.R  3895  3 years  xavierv  Added Dynamic Portfolio Management paper scripts and case studies, reformatted a...
logToArithmeticCovariance.R  2421  5 years  xavierv  - added three new demo files from chapter 2 and error fixing
pHistPriorPosterior.R  3946  3 years  xavierv  Replacement of email and formatted demoscripts and relating functions up to S_Bl...

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