| dev.nm.algebra.linear.matrix.doubles |
Real-valued matrices with one-based row and column indices.
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| dev.nm.algebra.linear.matrix.doubles.factorization.diagonalization |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.mr3 |
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| dev.nm.algebra.linear.matrix.doubles.factorization.eigen.qr |
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| dev.nm.algebra.linear.matrix.doubles.factorization.gaussianelimination |
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| dev.nm.algebra.linear.matrix.doubles.factorization.qr |
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| dev.nm.algebra.linear.matrix.doubles.factorization.svd |
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| dev.nm.algebra.linear.matrix.doubles.factorization.svd.mr3 |
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| dev.nm.algebra.linear.matrix.doubles.factorization.triangle |
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| dev.nm.algebra.linear.matrix.doubles.factorization.triangle.cholesky |
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| dev.nm.algebra.linear.matrix.doubles.linearsystem |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.diagonal |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.dense.triangle |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.mathoperation |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner |
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| dev.nm.algebra.linear.matrix.doubles.matrixtype.sparse.solver.iterative.stationary |
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| dev.nm.algebra.linear.matrix.doubles.operation |
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| dev.nm.algebra.linear.matrix.doubles.operation.householder |
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| dev.nm.algebra.linear.matrix.doubles.operation.positivedefinite |
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| dev.nm.algebra.linear.vector.doubles.dense |
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| dev.nm.algebra.linear.vector.doubles.operation |
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| dev.nm.analysis.differentiation.multivariate |
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| dev.nm.analysis.function.matrix |
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| dev.nm.analysis.function.rn2r1 |
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| dev.nm.misc |
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| dev.nm.misc.datastructure |
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| dev.nm.solver.multivariate.constrained.constraint.linear |
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| dev.nm.solver.multivariate.constrained.convex.sdp.pathfollowing |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.problem.portfoliooptimization |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.problem |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.lp.simplex.solver |
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| dev.nm.solver.multivariate.constrained.convex.sdp.socp.qp.problem |
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| dev.nm.solver.multivariate.constrained.general.sqp.activeset |
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| dev.nm.solver.multivariate.constrained.general.sqp.activeset.equalityconstraint |
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| dev.nm.solver.multivariate.constrained.integer.linear.problem |
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| dev.nm.solver.multivariate.unconstrained.c2.quasinewton |
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| dev.nm.stat.cointegration |
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| dev.nm.stat.covariance |
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| dev.nm.stat.covariance.covarianceselection |
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| dev.nm.stat.covariance.covarianceselection.lasso |
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| dev.nm.stat.covariance.nlshrink |
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| dev.nm.stat.covariance.nlshrink.quest |
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| dev.nm.stat.descriptive.correlation |
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| dev.nm.stat.descriptive.covariance |
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| dev.nm.stat.distribution.multivariate |
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| dev.nm.stat.dlm.multivariate |
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| dev.nm.stat.evt.evd.bivariate |
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| dev.nm.stat.evt.evd.univariate.fitting |
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| dev.nm.stat.factor.factoranalysis |
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| dev.nm.stat.factor.implicitmodelpca |
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| dev.nm.stat.factor.pca |
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| dev.nm.stat.hmm |
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| dev.nm.stat.hmm.discrete |
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| dev.nm.stat.hmm.mixture |
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| dev.nm.stat.markovchain |
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| dev.nm.stat.random.rng.multivariate |
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| dev.nm.stat.random.rng.multivariate.mcmc.metropolis |
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| dev.nm.stat.random.rng.multivariate.mcmc.proposalfunction |
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| dev.nm.stat.random.sampler.resampler.multivariate |
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| dev.nm.stat.regression.linear |
Linear regression problems, fitted coefficients, and diagnostics.
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| dev.nm.stat.regression.linear.glm |
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| dev.nm.stat.regression.linear.glm.modelselection |
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| dev.nm.stat.regression.linear.glm.quasi |
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| dev.nm.stat.regression.linear.lasso |
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| dev.nm.stat.regression.linear.lasso.lars |
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| dev.nm.stat.regression.linear.logistic |
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| dev.nm.stat.regression.linear.ols |
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| dev.nm.stat.regression.linear.residualanalysis |
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| dev.nm.stat.stochasticprocess.multivariate.sde.coefficients |
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| dev.nm.stat.stochasticprocess.multivariate.sde.discrete |
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| dev.nm.stat.test.distribution.pearson |
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| dev.nm.stat.timeseries.datastructure.multivariate |
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| dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime |
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| dev.nm.stat.timeseries.datastructure.univariate |
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| dev.nm.stat.timeseries.linear.multivariate |
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| dev.nm.stat.timeseries.linear.multivariate.arima |
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| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess |
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| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
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| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
ARMA model fitting and forecasting from an ordered observation history.
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| tech.nmfin.meanreversion.cointegration |
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| tech.nmfin.meanreversion.cointegration.check |
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| tech.nmfin.meanreversion.daspremont2008 |
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| tech.nmfin.portfoliooptimization |
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| tech.nmfin.portfoliooptimization.clm |
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| tech.nmfin.portfoliooptimization.corvalan2005 |
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| tech.nmfin.portfoliooptimization.lai2010 |
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| tech.nmfin.portfoliooptimization.lai2010.ceta.npeb |
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| tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler |
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| tech.nmfin.portfoliooptimization.lai2010.fit |
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| tech.nmfin.portfoliooptimization.lai2010.optimizer |
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| tech.nmfin.portfoliooptimization.markowitz |
Mean-variance portfolio construction from supplied return and covariance estimates.
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| tech.nmfin.portfoliooptimization.nmsaam |
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| tech.nmfin.portfoliooptimization.socp.constraints |
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| tech.nmfin.portfoliooptimization.socp.constraints.ybar |
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| tech.nmfin.returns |
Converting price changes to absolute, simple, or logarithmic returns.
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| tech.nmfin.returns.moments |
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| tech.nmfin.signal.infantino2010 |
|