ffp0.2.2 package

Flexible Probabilities using Partial Information

Double-Decay Covariance Matrix

Summary Statistics for Empirical Distributions

Effective Number of Scenarios

Stack Different Views

Flexible Probabilities Driven Bootstrap

Internal function used to check the validity of inputs.

Full Information by Market Conditioning

Numerical Entropy Minimization

Full Information by Kernel-Damping

Least Information Kernel-Smoothing

Relative Entropy

Plot Scenarios

Views on Copulas

Views on Correlation Structure

Views on Volatility

Inspection of a ffp object with ggplot2

Stack Flexible Probabilities

Full Information by Exponential Decay

Internal vctrs methods

Manipulate the ffp Class

Moments with Flexible Probabilities

Double-Decay Covariance Matrix by Entropy-Pooling

Half-Life Calculation

Partial Information Kernel-Damping

Views on Covariance Matrix

Views on Joint Distribution

Views on Marginal Distribution

Views on Expected Returns

Views on Relative Performance