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github.com/dcajasn/Riskfolio-Lib
/ functions
Functions
14,014 in github.com/dcajasn/Riskfolio-Lib
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Functions
14,014
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Types & classes
4,591
↓ 6 callers
Method
supToCol
* Return the array of supernode-to-column mapping */
lib/eigen-3.4.0/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h:141
↓ 6 callers
Method
sym
lib/eigen-3.4.0/unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h:165
↓ 6 callers
Method
tanh
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h:121
↓ 6 callers
Function
testMatrixSqrt
lib/eigen-3.4.0/unsupported/test/matrix_square_root.cpp:13
↓ 6 callers
Method
transpose
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseMatrixBase.h:354
↓ 6 callers
Function
triangular_square
lib/eigen-3.4.0/test/triangular.cpp:40
↓ 6 callers
Function
tridiagonalization_inplace
lib/eigen-3.4.0/Eigen/src/Eigenvalues/Tridiagonalization.h:348
↓ 6 callers
Function
trmv
lib/eigen-3.4.0/test/product_trmv.cpp:12
↓ 6 callers
Function
update
(text)
lib/eigen-3.4.0/scripts/relicense.py:46
↓ 6 callers
Method
value
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseDenseProduct.h:265
↓ 6 callers
Method
valuePtr
lib/eigen-3.4.0/unsupported/Eigen/src/Skyline/SkylineMatrix.h:759
↓ 6 callers
Function
vectorRedux
lib/eigen-3.4.0/test/redux.cpp:85
↓ 6 callers
Function
viewAsCholmod
lib/eigen-3.4.0/Eigen/src/CholmodSupport/CholmodSupport.h:58
↓ 6 callers
Method
what
lib/spectra-1.0.1/test/catch.hpp:10974
↓ 6 callers
Function
write
lib/spectra-1.0.1/test/catch.hpp:11554
↓ 6 callers
Function
xu
(n)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callers
Function
ADD_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 callers
Function
ADD_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 callers
Function
CDaR_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 callers
Function
CDaR_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 callers
Function
CVRG
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 callers
Function
CVaR_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 callers
Method
CurrentThreadId
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/ThreadPool/NonBlockingThreadPool.h:155
↓ 5 callers
Function
D
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
DaR_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 callers
Function
DaR_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 callers
Function
EDaR_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 callers
Function
EDaR_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 callers
Function
EVRG
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 callers
Function
EvenMoment
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 callers
Function
EvenSemiMoment
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 callers
Function
GMD
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 callers
Function
K
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
Ke
(n,t,e,r)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callers
Function
Kurtosis
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 callers
Function
M
(a,b,c)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
MAD
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 callers
Function
MDD_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 callers
Function
MDD_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 callers
Method
PopBack
PopBack removes and returns the last elements in the queue.
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/ThreadPool/RunQueue.h:100
↓ 5 callers
Function
R
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
RG
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 callers
Function
RLDaR_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 callers
Function
RLDaR_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 callers
Function
RVRG
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 callers
Function
S
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callers
Function
SemiDeviation
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 callers
Function
SemiKurtosis
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 callers
Function
TG
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 callers
Function
TGRG
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 callers
Function
U
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
UCI_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 callers
Function
UCI_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 callers
Function
V
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 5 callers
Function
VRG
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 callers
Function
WR
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 callers
Function
Wu
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 5 callers
Method
adjoint
\brief Adjoint (conjugate transpose) of the Householder sequence. */
lib/eigen-3.4.0/Eigen/src/Householder/HouseholderSequence.h:266
↓ 5 callers
Function
adolc_forward_jacobian
lib/eigen-3.4.0/unsupported/test/forward_adolc.cpp:99
↓ 5 callers
Method
affine
lib/eigen-3.4.0/Eigen/src/Geometry/Transform.h:399
↓ 5 callers
Function
async_synchronize
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceSycl.h:517
↓ 5 callers
Function
atomicReduce
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorReductionGpu.h:25
↓ 5 callers
Function
bdcsvd
lib/eigen-3.4.0/test/bdcsvd.cpp:29
↓ 5 callers
Method
beginsWith
lib/eigen-3.4.0/bench/btl/generic_bench/btl.hh:118
↓ 5 callers
Function
binom
lib/eigen-3.4.0/unsupported/test/matrix_exponential.cpp:12
↓ 5 callers
Method
blockTotalSize
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h:365
↓ 5 callers
Function
check_eigensolver_for_given_mat
lib/eigen-3.4.0/test/eigensolver_generic.cpp:16
↓ 5 callers
Function
check_scalar_multiple2
lib/eigen-3.4.0/test/product_notemporary.cpp:26
↓ 5 callers
Function
check_scalar_multiple3
lib/eigen-3.4.0/test/product_notemporary.cpp:15
↓ 5 callers
Method
clear
* Empty the pointer list */
lib/eigen-3.4.0/Eigen/src/Core/arch/SYCL/SyclMemoryModel.h:323
↓ 5 callers
Function
coeff
\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 callers
Function
coeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:302
↓ 5 callers
Method
coeff
lib/eigen-3.4.0/Eigen/src/Core/Visitor.h:86
↓ 5 callers
Method
coeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorConversion.h:391
↓ 5 callers
Method
colPivHouseholderQr
lib/eigen-3.4.0/Eigen/src/QR/ColPivHouseholderQR.h:666
↓ 5 callers
Method
cols
lib/eigen-3.4.0/Eigen/src/Core/Block.h:219
↓ 5 callers
Method
cols
lib/eigen-3.4.0/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h:39
↓ 5 callers
Function
comparisons
lib/eigen-3.4.0/test/array_cwise.cpp:258
↓ 5 callers
Function
comparisons
lib/eigen-3.4.0/test/array_for_matrix.cpp:89
↓ 5 callers
Function
construct_elements_of_array
lib/eigen-3.4.0/Eigen/src/Core/util/Memory.h:295
↓ 5 callers
Function
corners
lib/eigen-3.4.0/test/corners.cpp:16
↓ 5 callers
Function
cov2corr
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 callers
Function
covar_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 callers
Function
createProgram
lib/eigen-3.4.0/unsupported/test/openglsupport.cpp:96
↓ 5 callers
Function
cwise_min_max
lib/eigen-3.4.0/test/array_for_matrix.cpp:178
↓ 5 callers
Function
data
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:198
↓ 5 callers
Method
diagonalSize
\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 callers
Function
eiToCSparse
lib/eigen-3.4.0/bench/BenchSparseUtil.h:101
↓ 5 callers
Function
eigen_pastix
lib/eigen-3.4.0/Eigen/src/PaStiXSupport/PaStiXSupport.h:67
↓ 5 callers
Function
eigensolver
lib/eigen-3.4.0/test/eigensolver_complex.cpp:72
↓ 5 callers
Method
enqueueNoNotification
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceThreadPool.h:168
↓ 5 callers
Method
evalBlock
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h:172
↓ 5 callers
Method
evalTo
lib/eigen-3.4.0/Eigen/src/Geometry/Homogeneous.h:272
↓ 5 callers
Method
extractData
lib/eigen-3.4.0/Eigen/src/SuperLUSupport/SuperLUSupport.h:706
↓ 5 callers
Function
fill
\sa MatrixBase::fill() */
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:401
↓ 5 callers
Method
finalizePacket
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorFunctors.h:91
↓ 5 callers
Method
first
\returns the first element \f$ a_0 \f$ in the sequence */
lib/eigen-3.4.0/Eigen/src/Core/ArithmeticSequence.h:125
↓ 5 callers
Function
forward_jacobian
lib/eigen-3.4.0/unsupported/test/autodiff.cpp:191
↓ 5 callers
Method
gamma
\returns The value of the third angle. */
lib/eigen-3.4.0/unsupported/Eigen/src/EulerAngles/EulerAngles.h:208
↓ 5 callers
Function
getCurrentNanosecondsSinceEpoch
lib/spectra-1.0.1/test/catch.hpp:14942
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