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Searched +refs:M3 +refs:ewma (Results 1 – 8 of 8) sorted by relevance

/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/man/
H A DEWMAMoments.Rd5 \alias{M2.ewma}
6 \alias{M3.ewma}
7 \alias{M4.ewma}
10 M2.ewma(R, lambda = 0.97, last.M2 = NULL, ...)
12 M3.ewma(R, lambda = 0.97, last.M3 = NULL, as.mat = TRUE, ...)
26 \item{last.M3}{last estimated coskewness matrix before the observed returns R}
44 The M3.ewma and M4.ewma are straightforward extensions to the setting of third and fourth
53 sigma <- M2.ewma(edhec, 0.94)
54 m3 <- M3.ewma(edhec, 0.94)
55 m4 <- M4.ewma(edhec, 0.94)
[all …]
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/
H A DNAMESPACE54 export(M2.ewma)
58 export(M3.MCA)
59 export(M3.MM)
60 export(M3.ewma)
61 export(M3.shrink)
62 export(M3.struct)
65 export(M4.ewma)
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/inst/doc/
H A DEstimationComoments.Rnw122 m3 <- M3.MM(edhec)
269 m3 <- M3.struct(edhec, "CC")
292 m3 <- M3.struct(edhec, "CS")
428 …M3.ewma} and \code{M4.ewma} give the option to estimate the EWMA-comoments when providing a datase…
430 m3 <- M3.ewma(edhec, lambda = 0.97)
431 m4 <- M4.ewma(edhec, lambda = 0.97)
526 m3 <- M3.MM(edhec)
605 weights = w, mu = m, sigma = sigma, m3 = M3.ewma(edhec, as.mat = F),
606 m4 = M4.ewma(edhec, as.mat = F))
682 weights = w, mu = m, sigma = sigma, m3 = M3.ewma(edhec, as.mat = F),
[all …]
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/vignettes/
H A DEstimationComoments.Rnw122 m3 <- M3.MM(edhec)
269 m3 <- M3.struct(edhec, "CC")
292 m3 <- M3.struct(edhec, "CS")
428 …M3.ewma} and \code{M4.ewma} give the option to estimate the EWMA-comoments when providing a datase…
430 m3 <- M3.ewma(edhec, lambda = 0.97)
431 m4 <- M4.ewma(edhec, lambda = 0.97)
526 m3 <- M3.MM(edhec)
605 weights = w, mu = m, sigma = sigma, m3 = M3.ewma(edhec, as.mat = F),
606 m4 = M4.ewma(edhec, as.mat = F))
682 weights = w, mu = m, sigma = sigma, m3 = M3.ewma(edhec, as.mat = F),
[all …]
/dports/finance/R-cran-PerformanceAnalytics/PerformanceAnalytics/tests/Examples/
H A DPerformanceAnalytics-Ex.Rout.save847 > ### Aliases: EWMAMoments M2.ewma M3.ewma M4.ewma
856 > sigma <- M2.ewma(edhec, 0.94)
857 > m3 <- M3.ewma(edhec, 0.94)
858 > m4 <- M4.ewma(edhec, 0.94)
881 > m3 <- M3.MM(edhec)
1086 > ### Aliases: MCA M3.MCA M4.MCA
1093 > M3mca <- M3.MCA(edhec, k = 2)$M3mca
1100 + M3MCA_list <- M3.MCA(edhec, k)
4768 > m3 <- M3.MM(edhec)
5028 > m3 <- M3.struct(edhec, "CC")
[all …]
/dports/graphics/dataplot/dataplot-2c1b27601a3b7523449de612613eadeead9a8f70/lib/help/
H A Ddphe4f.tex10390 Y = c(1)*M1 + C(2)*M2 + c(3)*M3 + ... +c(p)*Mp
23491 M3 = | 1 2 5 6 |
23506 LET M3 = MATRIX COMBINE COLUMNS M1 M2
23579 M3 = | 1 2 |
23596 LET M3 = MATRIX COMBINE ROWS M1 M2
35373 EWMA CONTROL CHART = Generates a ewma control chart.
/dports/textproc/wiggle/wiggle-1.3/tests/contrib/series/
H A Dldiff21530 - patches.suse/ath9k-dynack-make-ewma-estimation-faster.patch
31780 + patches.suse/media-fdp1-Fix-R-Car-M3-N-naming-in-debug-message.patch
H A Ddiff6674 …on-which-has-not-yet-been.patch-->>><<<++patches.suse/media-fdp1-Fix-R-Car-M3-N-naming-in-debug-me…
21523 | patches.suse/ath9k-dynack-make-ewma-estimation-faster.patch