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Functions14,014 in github.com/dcajasn/Riskfolio-Lib

↓ 6 callersMethodsupToCol
* Return the array of supernode-to-column mapping */
lib/eigen-3.4.0/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h:141
↓ 6 callersMethodsym
lib/eigen-3.4.0/unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h:165
↓ 6 callersMethodtanh
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h:121
↓ 6 callersFunctiontestMatrixSqrt
lib/eigen-3.4.0/unsupported/test/matrix_square_root.cpp:13
↓ 6 callersMethodtranspose
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseMatrixBase.h:354
↓ 6 callersFunctiontriangular_square
lib/eigen-3.4.0/test/triangular.cpp:40
↓ 6 callersFunctiontridiagonalization_inplace
lib/eigen-3.4.0/Eigen/src/Eigenvalues/Tridiagonalization.h:348
↓ 6 callersFunctiontrmv
lib/eigen-3.4.0/test/product_trmv.cpp:12
↓ 6 callersFunctionupdate
(text)
lib/eigen-3.4.0/scripts/relicense.py:46
↓ 6 callersMethodvalue
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseDenseProduct.h:265
↓ 6 callersMethodvaluePtr
lib/eigen-3.4.0/unsupported/Eigen/src/Skyline/SkylineMatrix.h:759
↓ 6 callersFunctionvectorRedux
lib/eigen-3.4.0/test/redux.cpp:85
↓ 6 callersFunctionviewAsCholmod
lib/eigen-3.4.0/Eigen/src/CholmodSupport/CholmodSupport.h:58
↓ 6 callersMethodwhat
lib/spectra-1.0.1/test/catch.hpp:10974
↓ 6 callersFunctionwrite
lib/spectra-1.0.1/test/catch.hpp:11554
↓ 6 callersFunctionxu
(n)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callersFunctionADD_Abs
r""" Calculate the Average Drawdown (ADD) of a returns series using uncompounded cumulative returns. .. math:: \text{ADD}(X) = \f
riskfolio/src/RiskFunctions.py:835
↓ 5 callersFunctionADD_Rel
r""" Calculate the Average Drawdown (ADD) of a returns series using cumpounded cumulative returns. .. math:: \text{ADD}(X) = \fra
riskfolio/src/RiskFunctions.py:1215
↓ 5 callersFunctionCDaR_Abs
r""" Calculate the Conditional Drawdown at Risk (CDaR) of a returns series using uncompounded cumulative returns. .. math:: \text
riskfolio/src/RiskFunctions.py:943
↓ 5 callersFunctionCDaR_Rel
r""" Calculate the Conditional Drawdown at Risk (CDaR) of a returns series using cumpounded cumulative returns. .. math:: \text{C
riskfolio/src/RiskFunctions.py:1324
↓ 5 callersFunctionCVRG
r""" Calculate the CVaR range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size.
riskfolio/src/RiskFunctions.py:1696
↓ 5 callersFunctionCVaR_Hist
r""" Calculate the Conditional Value at Risk (CVaR) of a returns series. .. math:: \text{CVaR}_{\alpha}(X) = \text{VaR}_{\alpha}(X) +
riskfolio/src/RiskFunctions.py:356
↓ 5 callersMethodCurrentThreadId
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/ThreadPool/NonBlockingThreadPool.h:155
↓ 5 callersFunctionD
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionDaR_Abs
r""" Calculate the Drawdown at Risk (DaR) of a returns series using uncompounded cumulative returns. .. math:: \text{DaR}_{\alpha
riskfolio/src/RiskFunctions.py:889
↓ 5 callersFunctionDaR_Rel
r""" Calculate the Drawdown at Risk (DaR) of a returns series using cumpounded cumulative returns. .. math:: \text{DaR}_{\alpha}(
riskfolio/src/RiskFunctions.py:1270
↓ 5 callersFunctionEDaR_Abs
r""" Calculate the Entropic Drawdown at Risk (EDaR) of a returns series using uncompounded cumulative returns. .. math:: \text{ED
riskfolio/src/RiskFunctions.py:1004
↓ 5 callersFunctionEDaR_Rel
r""" Calculate the Entropic Drawdown at Risk (EDaR) of a returns series using cumpounded cumulative returns. .. math:: \text{EDaR
riskfolio/src/RiskFunctions.py:1385
↓ 5 callersFunctionEVRG
r""" Calculate the CVaR range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size.
riskfolio/src/RiskFunctions.py:1779
↓ 5 callersFunctionEvenMoment
r""" Calculate the p-th Root of Even Moment of order 2 * p of a returns series. .. math:: \text{EM}_{p}(X) = \left [ \frac{1}{T}\sum_
riskfolio/src/RiskFunctions.py:227
↓ 5 callersFunctionEvenSemiMoment
r""" Calculate the p-th Root of Semi Even Moment of order 2 * p of a returns series. .. math:: \text{ESM}_{p}(X) = \left [ \frac{1}{T
riskfolio/src/RiskFunctions.py:272
↓ 5 callersFunctionGMD
r""" Calculate the Gini Mean Difference (GMD) of a returns series. Parameters ---------- X : np.array Returns series, must ha
riskfolio/src/RiskFunctions.py:1547
↓ 5 callersFunctionK
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionKe
(n,t,e,r)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callersFunctionKurtosis
r""" Calculate the Square Root Kurtosis of a returns series. .. math:: \text{Kurt}(X) = \left [ \frac{1}{T}\sum_{t=1}^{T} (X_
riskfolio/src/RiskFunctions.py:147
↓ 5 callersFunctionM
(a,b,c)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionMAD
r""" Calculate the Mean Absolute Deviation (MAD) of a returns series. .. math:: \text{MAD}(X) = \frac{1}{T}\sum_{t=1}^{T} | X
riskfolio/src/RiskFunctions.py:71
↓ 5 callersFunctionMDD_Abs
r""" Calculate the Maximum Drawdown (MDD) of a returns series using uncompounded cumulative returns. .. math:: \text{MDD}(X) = \m
riskfolio/src/RiskFunctions.py:787
↓ 5 callersFunctionMDD_Rel
r""" Calculate the Maximum Drawdown (MDD) of a returns series using cumpounded cumulative returns. .. math:: \text{MDD}(X) = \max
riskfolio/src/RiskFunctions.py:1166
↓ 5 callersMethodPopBack
PopBack removes and returns the last elements in the queue.
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/ThreadPool/RunQueue.h:100
↓ 5 callersFunctionR
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionRG
r""" Calculate the range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size. Rai
riskfolio/src/RiskFunctions.py:1619
↓ 5 callersFunctionRLDaR_Abs
r""" Calculate the Relativistic Drawdown at Risk (RLDaR) of a returns series using uncompounded cumulative returns. I recommend only use this
riskfolio/src/RiskFunctions.py:1056
↓ 5 callersFunctionRLDaR_Rel
r""" Calculate the Relativistic Drawdown at Risk (RLDaR) of a returns series using compounded cumulative returns. I recommend only use this fu
riskfolio/src/RiskFunctions.py:1437
↓ 5 callersFunctionRVRG
r""" Calculate the CVaR range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size.
riskfolio/src/RiskFunctions.py:1825
↓ 5 callersFunctionS
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callersFunctionSemiDeviation
r""" Calculate the Semi Deviation of a returns series. .. math:: \text{SemiDev}(X) = \left [ \frac{1}{T-1}\sum_{t=1}^{T} \min
riskfolio/src/RiskFunctions.py:107
↓ 5 callersFunctionSemiKurtosis
r""" Calculate the Semi Square Root Kurtosis of a returns series. .. math:: \text{SemiKurt}(X) = \left [ \frac{1}{T}\sum_{t=1}^{T}
riskfolio/src/RiskFunctions.py:187
↓ 5 callersFunctionTG
r""" Calculate the Tail Gini of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size.
riskfolio/src/RiskFunctions.py:1581
↓ 5 callersFunctionTGRG
r""" Calculate the Tail Gini range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size
riskfolio/src/RiskFunctions.py:1735
↓ 5 callersFunctionU
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionUCI_Abs
r""" Calculate the Ulcer Index (UCI) of a returns series using uncompounded cumulative returns. .. math:: \text{UCI}(X) =\sqrt{\f
riskfolio/src/RiskFunctions.py:1111
↓ 5 callersFunctionUCI_Rel
r""" Calculate the Ulcer Index (UCI) of a returns series using cumpounded cumulative returns. .. math:: \text{UCI}(X) =\sqrt{\fra
riskfolio/src/RiskFunctions.py:1492
↓ 5 callersFunctionV
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callersFunctionVRG
r""" Calculate the VaR range of a returns series. Parameters ---------- X : np.array Returns series, must have Tx1 size.
riskfolio/src/RiskFunctions.py:1653
↓ 5 callersFunctionWR
r""" Calculate the Worst Realization (WR) or Worst Scenario of a returns series. .. math:: \text{WR}(X) = \max(-X) Parameters
riskfolio/src/RiskFunctions.py:401
↓ 5 callersFunctionWu
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callersMethodadjoint
\brief Adjoint (conjugate transpose) of the Householder sequence. */
lib/eigen-3.4.0/Eigen/src/Householder/HouseholderSequence.h:266
↓ 5 callersFunctionadolc_forward_jacobian
lib/eigen-3.4.0/unsupported/test/forward_adolc.cpp:99
↓ 5 callersMethodaffine
lib/eigen-3.4.0/Eigen/src/Geometry/Transform.h:399
↓ 5 callersFunctionasync_synchronize
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceSycl.h:517
↓ 5 callersFunctionatomicReduce
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorReductionGpu.h:25
↓ 5 callersFunctionbdcsvd
lib/eigen-3.4.0/test/bdcsvd.cpp:29
↓ 5 callersMethodbeginsWith
lib/eigen-3.4.0/bench/btl/generic_bench/btl.hh:118
↓ 5 callersFunctionbinom
lib/eigen-3.4.0/unsupported/test/matrix_exponential.cpp:12
↓ 5 callersMethodblockTotalSize
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h:365
↓ 5 callersFunctioncheck_eigensolver_for_given_mat
lib/eigen-3.4.0/test/eigensolver_generic.cpp:16
↓ 5 callersFunctioncheck_scalar_multiple2
lib/eigen-3.4.0/test/product_notemporary.cpp:26
↓ 5 callersFunctioncheck_scalar_multiple3
lib/eigen-3.4.0/test/product_notemporary.cpp:15
↓ 5 callersMethodclear
* Empty the pointer list */
lib/eigen-3.4.0/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h:323
↓ 5 callersFunctioncoeff
\sa MatrixBase::coeff() * \warning the coordinates must fit into the referenced triangular part */
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:417
↓ 5 callersFunctioncoeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:302
↓ 5 callersMethodcoeff
lib/eigen-3.4.0/Eigen/src/Core/Visitor.h:86
↓ 5 callersMethodcoeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h:391
↓ 5 callersMethodcolPivHouseholderQr
lib/eigen-3.4.0/Eigen/src/QR/ColPivHouseholderQR.h:666
↓ 5 callersMethodcols
lib/eigen-3.4.0/Eigen/src/Core/Block.h:219
↓ 5 callersMethodcols
lib/eigen-3.4.0/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h:39
↓ 5 callersFunctioncomparisons
lib/eigen-3.4.0/test/array_cwise.cpp:258
↓ 5 callersFunctioncomparisons
lib/eigen-3.4.0/test/array_for_matrix.cpp:89
↓ 5 callersFunctionconstruct_elements_of_array
lib/eigen-3.4.0/Eigen/src/Core/util/Memory.h:295
↓ 5 callersFunctioncorners
lib/eigen-3.4.0/test/corners.cpp:16
↓ 5 callersFunctioncov2corr
r""" Generate a correlation matrix from a covariance matrix cov. Parameters ---------- cov : DataFrame of shape (n_assets, n_assets)
riskfolio/src/AuxFunctions.py:90
↓ 5 callersFunctioncovar_matrix
r""" Calculate the covariance matrix using the selected method. Parameters ---------- X : DataFrame of shape (n_samples, n_assets)
riskfolio/src/ParamsEstimation.py:147
↓ 5 callersFunctioncreateProgram
lib/eigen-3.4.0/unsupported/test/openglsupport.cpp:96
↓ 5 callersFunctioncwise_min_max
lib/eigen-3.4.0/test/array_for_matrix.cpp:178
↓ 5 callersFunctiondata
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:198
↓ 5 callersMethoddiagonalSize
\returns the size of the main diagonal, which is min(rows(),cols()). * \sa rows(), cols(), SizeAtCompileTime. */
lib/eigen-3.4.0/Eigen/src/Core/MatrixBase.h:101
↓ 5 callersFunctioneiToCSparse
lib/eigen-3.4.0/bench/BenchSparseUtil.h:101
↓ 5 callersFunctioneigen_pastix
lib/eigen-3.4.0/Eigen/src/PaStiXSupport/PaStiXSupport.h:67
↓ 5 callersFunctioneigensolver
lib/eigen-3.4.0/test/eigensolver_complex.cpp:72
↓ 5 callersMethodenqueueNoNotification
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceThreadPool.h:168
↓ 5 callersMethodevalBlock
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h:172
↓ 5 callersMethodevalTo
lib/eigen-3.4.0/Eigen/src/Geometry/Homogeneous.h:272
↓ 5 callersMethodextractData
lib/eigen-3.4.0/Eigen/src/SuperLUSupport/SuperLUSupport.h:706
↓ 5 callersFunctionfill
\sa MatrixBase::fill() */
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:401
↓ 5 callersMethodfinalizePacket
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h:91
↓ 5 callersMethodfirst
\returns the first element \f$ a_0 \f$ in the sequence */
lib/eigen-3.4.0/Eigen/src/Core/ArithmeticSequence.h:125
↓ 5 callersFunctionforward_jacobian
lib/eigen-3.4.0/unsupported/test/autodiff.cpp:191
↓ 5 callersMethodgamma
\returns The value of the third angle. */
lib/eigen-3.4.0/unsupported/Eigen/src/EulerAngles/EulerAngles.h:208
↓ 5 callersFunctiongetCurrentNanosecondsSinceEpoch
lib/spectra-1.0.1/test/catch.hpp:14942
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