Relative Value Analysis
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Documentation for package ‘RelValAnalysis’ version 1.0
Help Pages
| RelValAnalysis-package | The RelValAnalysis Package |
| applestarbucks | Monthly Stock Prices of Apple and Starbucks from Jan 1994 to Apr 2012 |
| AtlasModel | Atlas Model |
| capdist | Captial-distribution Objects |
| CapDistSlope | Slope of a Capital Distribution Curve |
| ConstantPortfolio | Constant-weighted Portfolio |
| Diversity | Diversity |
| DiversityPortfolio | Diversity-weighted Portfolio |
| EEControl | Control Term in the Energy-entropy Decomposition |
| EnergyEntropyDecomp | Energy-entropy Decomposition |
| EntropyPortfolio | Entropy-weighted Portfolio |
| FernholzDecomp | Fernholz's Decomposition for a Buy-and-hold Toy Market |
| fgp | Functionally Generated Portfolio Objects |
| FreeEnergy | Free Energy |
| GeometricMean | Geometric Mean |
| GetGroupWeight | Computing First and Second Level Portfolio Weights |
| GetLambdaWeight | Portfolio Weights of the Lambda-strategy |
| GetNewLambdaWeight | Portfolio Weights of the Lambda-strategy |
| GetWeight | Computing Portfolio Weights from a Weight Function |
| Invest | Investing in a Toy Market |
| marketmodel | Market Model Objects |
| ParetoCapDist | Generating a Pareto Capital Distribution |
| plot.capdist | Plotting Captial Distribution Objects |
| plot.toymkt | Plotting Toy Market Objects |
| print.capdist | Printing Capital Distribution Objects |
| print.fgp | Printing Functionally Generated Portfolio Objects |
| print.marketmodel | Printing Market Model Object |
| print.toymkt | Printing Toy Market Object |
| RelativeEntropy | Relative Entropy |
| RelValAnalysis | The RelValAnalysis Package |
| RenyiEntropy | Renyi Entropy |
| ShannonEntropy | Shannon Entropy |
| SimMarketModel | Simulating a Market Model |
| toymkt | Toy Market Objects |
| toymkt.default | Toy Market Objects |
| VolStabModel | Volatility-Stabilized Model |