-
Notifications
You must be signed in to change notification settings - Fork 63
/
NAMESPACE
221 lines (220 loc) · 5.68 KB
/
NAMESPACE
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
# Generated by roxygen2: do not edit by hand
S3method(coef,ffm)
S3method(coef,tsfm)
S3method(convert,ffmSpec)
S3method(fitted,ffm)
S3method(fitted,tsfm)
S3method(fmCov,ffm)
S3method(fmCov,sfm)
S3method(fmCov,tsfm)
S3method(fmEsDecomp,ffm)
S3method(fmEsDecomp,sfm)
S3method(fmEsDecomp,tsfm)
S3method(fmRsq,ffm)
S3method(fmSdDecomp,ffm)
S3method(fmSdDecomp,sfm)
S3method(fmSdDecomp,tsfm)
S3method(fmTstats,ffm)
S3method(fmVaRDecomp,ffm)
S3method(fmVaRDecomp,sfm)
S3method(fmVaRDecomp,tsfm)
S3method(plot,ffm)
S3method(plot,pafm)
S3method(plot,tsfm)
S3method(plot,tsfmUpDn)
S3method(portEsDecomp,ffm)
S3method(portEsDecomp,tsfm)
S3method(portSdDecomp,ffm)
S3method(portSdDecomp,tsfm)
S3method(portVaRDecomp,ffm)
S3method(portVaRDecomp,tsfm)
S3method(portVolDecomp,ffm)
S3method(portVolDecomp,tsfm)
S3method(predict,ffm)
S3method(predict,tsfm)
S3method(predict,tsfmUpDn)
S3method(print,ffm)
S3method(print,ffmSpec)
S3method(print,pafm)
S3method(print,summary.ffm)
S3method(print,summary.tsfm)
S3method(print,summary.tsfmUpDn)
S3method(print,tsfm)
S3method(print,tsfmUpDn)
S3method(repRisk,ffm)
S3method(repRisk,tsfm)
S3method(residuals,ffm)
S3method(residuals,tsfm)
S3method(riskDecomp,ffm)
S3method(riskDecomp,tsfm)
S3method(summary,ffm)
S3method(summary,pafm)
S3method(summary,tsfm)
S3method(summary,tsfmUpDn)
export(assetDecomp)
export(convert)
export(dCornishFisher)
export(exposuresTseries)
export(extractRegressionStats)
export(fitFfm)
export(fitFfmDT)
export(fitTsfm)
export(fitTsfm.control)
export(fitTsfmLagLeadBeta)
export(fitTsfmMT)
export(fitTsfmUpDn)
export(fmCov)
export(fmEsDecomp)
export(fmRsq)
export(fmSdDecomp)
export(fmTstats)
export(fmVaRDecomp)
export(fmmc)
export(fmmc.estimate.se)
export(fmmcSemiParam)
export(lagExposures)
export(pCornishFisher)
export(paFm)
export(portEsDecomp)
export(portSdDecomp)
export(portVaRDecomp)
export(portVolDecomp)
export(qCornishFisher)
export(rCornishFisher)
export(repExposures)
export(repReturn)
export(repRisk)
export(residualizeReturns)
export(riskDecomp)
export(roll.fitFfmDT)
export(selectCRSPandSPGMI)
export(specFfm)
export(standardizeExposures)
export(standardizeReturns)
export(tsPlotMP)
export(vif)
import(foreach)
importFrom(PerformanceAnalytics,Return.cumulative)
importFrom(PerformanceAnalytics,chart.ACFplus)
importFrom(PerformanceAnalytics,chart.Boxplot)
importFrom(PerformanceAnalytics,chart.Correlation)
importFrom(PerformanceAnalytics,chart.Histogram)
importFrom(PerformanceAnalytics,chart.QQPlot)
importFrom(PerformanceAnalytics,chart.TimeSeries)
importFrom(PerformanceAnalytics,checkData)
importFrom(PerformanceAnalytics,kurtosis)
importFrom(PerformanceAnalytics,skewness)
importFrom(RCurl,merge.list)
importFrom(RobStatTM,covClassic)
importFrom(RobStatTM,covRob)
importFrom(RobStatTM,lmrobdet.control)
importFrom(RobStatTM,lmrobdetMM)
importFrom(RobStatTM,step.lmrobdetMM)
importFrom(boot,boot)
importFrom(data.table,":=")
importFrom(data.table,.N)
importFrom(data.table,.SD)
importFrom(data.table,as.data.table)
importFrom(data.table,as.xts.data.table)
importFrom(data.table,copy)
importFrom(data.table,data.table)
importFrom(data.table,dcast)
importFrom(data.table,key)
importFrom(data.table,last)
importFrom(data.table,melt)
importFrom(data.table,rbindlist)
importFrom(data.table,set)
importFrom(data.table,setcolorder)
importFrom(data.table,setkey)
importFrom(data.table,setkeyv)
importFrom(data.table,setnames)
importFrom(data.table,shift)
importFrom(doSNOW,registerDoSNOW)
importFrom(grDevices,dev.off)
importFrom(graphics,abline)
importFrom(graphics,axis)
importFrom(graphics,barplot)
importFrom(graphics,boxplot)
importFrom(graphics,legend)
importFrom(graphics,lines)
importFrom(graphics,mtext)
importFrom(graphics,panel.smooth)
importFrom(graphics,par)
importFrom(graphics,rug)
importFrom(graphics,text)
importFrom(lars,cv.lars)
importFrom(lars,lars)
importFrom(lattice,barchart)
importFrom(lattice,panel.abline)
importFrom(lattice,panel.barchart)
importFrom(lattice,panel.grid)
importFrom(lattice,panel.xyplot)
importFrom(lattice,strip.custom)
importFrom(lattice,xyplot)
importFrom(leaps,regsubsets)
importFrom(methods,is)
importFrom(parallel,clusterEvalQ)
importFrom(parallel,clusterExport)
importFrom(parallel,detectCores)
importFrom(parallel,makeCluster)
importFrom(parallel,stopCluster)
importFrom(robustbase,covOGK)
importFrom(robustbase,scaleTau2)
importFrom(sandwich,vcovHAC.default)
importFrom(sandwich,vcovHC.default)
importFrom(sn,dst)
importFrom(sn,rst)
importFrom(sn,st.mple)
importFrom(stats,as.formula)
importFrom(stats,coef)
importFrom(stats,coefficients)
importFrom(stats,complete.cases)
importFrom(stats,contr.treatment)
importFrom(stats,cor)
importFrom(stats,cov)
importFrom(stats,cov2cor)
importFrom(stats,density)
importFrom(stats,dnorm)
importFrom(stats,fitted)
importFrom(stats,formula)
importFrom(stats,hatvalues)
importFrom(stats,lag)
importFrom(stats,lm)
importFrom(stats,mad)
importFrom(stats,median)
importFrom(stats,model.matrix)
importFrom(stats,na.exclude)
importFrom(stats,na.fail)
importFrom(stats,na.omit)
importFrom(stats,pnorm)
importFrom(stats,predict)
importFrom(stats,printCoefmat)
importFrom(stats,qnorm)
importFrom(stats,quantile)
importFrom(stats,resid)
importFrom(stats,residuals)
importFrom(stats,rnorm)
importFrom(stats,sd)
importFrom(stats,t.test)
importFrom(stats,time)
importFrom(stats,ts)
importFrom(stats,var)
importFrom(stats,vcov)
importFrom(tseries,tsbootstrap)
importFrom(utils,globalVariables)
importFrom(utils,head)
importFrom(utils,menu)
importFrom(utils,stack)
importFrom(xts,addLegend)
importFrom(xts,as.xts)
importFrom(xts,is.xts)
importFrom(xts,merge.xts)
importFrom(xts,xts)
importFrom(zoo,"time<-")
importFrom(zoo,as.Date)
importFrom(zoo,as.yearmon)
importFrom(zoo,coredata)
importFrom(zoo,index)
importFrom(zoo,plot.zoo)
importFrom(zoo,rollapply)
importFrom(zoo,zoo)