FRAPO/NAMESPACE at master · bpfaff/FRAPO · GitHub

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
import(methods, cccp, Rglpk, timeSeries)

importFrom("graphics", "abline")
importFrom("stats", "cov", "cov2cor", "embed", "na.fail")
importFrom("utils", "combn", "file.edit")

export(capser,
       cr,
       dr,
       mrc,
       PAveDD,
       PCDaR,
       PERC,
       PGMV,
       PMaxDD,
       PMD,
       PMinCDaR,
       PMTD,
       returnconvert,
       returnseries,
       rhow,
       sqrm,
       tdc,
       trdbilson,
       trdbinary,
       trdes,
       trdhp,
       trdsma,
       trdwma,
       runEx,
       editEx,
       saveEx,
       showEx,
       listEx)

exportMethods(capser,
              DrawDowns,
              plot,
              returnconvert,
              returnseries,
              show,
              Solution,
              trdbilson,
              trdbinary,
              trdes,
              trdhp,
              trdsma,
              trdwma,
              update,
              Weights)

exportClasses(PortDD,
              PortAdd,
              PortCdd,
              PortMdd,
              PortSol)