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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
↓ 3 callers
Function
log2_pot
lib/eigen-3.4.0/bench/benchmark-blocking-sizes.cpp:76
↓ 3 callers
Method
lower_bound
\internal return the index of the coeff at (row,col) or just before if it does not exist. * This is an analogue of std::lower_bound. */
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseCompressedBase.h:135
↓ 3 callers
Function
m_cols
lib/eigen-3.4.0/Eigen/src/Core/DenseStorage.h:399
↓ 3 callers
Method
majorDeviceVersion
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceGpu.h:330
↓ 3 callers
Function
makeIndexedViewCompatible
lib/eigen-3.4.0/Eigen/src/Core/ArithmeticSequence.h:365
↓ 3 callers
Function
makeRatio
lib/spectra-1.0.1/test/catch.hpp:16272
↓ 3 callers
Function
make_index_list
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h:340
↓ 3 callers
Function
manage_caching_sizes_helper
\internal \returns b if a<=0, and returns a otherwise. */
lib/eigen-3.4.0/Eigen/src/Core/products/GeneralBlockPanelKernel.h:29
↓ 3 callers
Function
manage_multi_threading
\internal */
lib/eigen-3.4.0/Eigen/src/Core/products/Parallelizer.h:22
↓ 3 callers
Function
marginComparison
Performs equivalent check of std::fabs(lhs - rhs) <= margin But without the subtraction to allow for INFINITY in comparison
lib/spectra-1.0.1/test/catch.hpp:7869
↓ 3 callers
Function
mat_indexing
lib/eigen-3.4.0/doc/examples/nullary_indexing.cpp:32
↓ 3 callers
Method
matrixQ
\brief Returns the unitary matrix Q in the decomposition * * \returns object representing the matrix Q * * \pre Either the con
lib/eigen-3.4.0/Eigen/src/Eigenvalues/Tridiagonalization.h:241
↓ 3 callers
Function
matrix_sqrt_triangular
lib/eigen-3.4.0/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h:204
↓ 3 callers
Function
measure_clock_speed
lib/eigen-3.4.0/bench/benchmark-blocking-sizes.cpp:297
↓ 3 callers
Method
merged
Returns an AlignedBox that is the union of \a b and \c *this. * \note Merging with an empty box may result in a box bigger than \c *this. * \sa
lib/eigen-3.4.0/Eigen/src/Geometry/AlignedBox.h:272
↓ 3 callers
Function
minimize_helper
lib/eigen-3.4.0/unsupported/Eigen/src/BVH/BVAlgorithms.h:149
↓ 3 callers
Function
nbThreads
\returns the max number of threads reserved for Eigen * \sa setNbThreads */
lib/eigen-3.4.0/Eigen/src/Core/products/Parallelizer.h:63
↓ 3 callers
Function
nomalloc
lib/eigen-3.4.0/test/nomalloc.cpp:23
↓ 3 callers
Method
nonZeros
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseBlock.h:42
↓ 3 callers
Function
nu
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Method
ok
This function checks if the GPU runtime recorded an error for the underlying stream device.
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceGpu.h:343
↓ 3 callers
Method
okToFail
lib/spectra-1.0.1/test/catch.hpp:14134
↓ 3 callers
Method
optimization
r""" This method calculates the optimal portfolio according to the optimization model selected by the user. Parameters
riskfolio/src/HCPortfolio.py:760
↓ 3 callers
Function
outer
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseBlock.h:488
↓ 3 callers
Method
outerIndexPtr
lib/eigen-3.4.0/unsupported/Eigen/src/SparseExtra/BlockSparseMatrix.h:868
↓ 3 callers
Function
owa_cvar
r""" Calculate the OWA weights to calculate the Conditional Value at Risk (CVaR) of a returns series as shown in :cite:`d-Cajas3`. Parame
riskfolio/src/OwaWeights.py:86
↓ 3 callers
Function
owa_wcvar
r""" Calculate the OWA weights to calculate the Weighted Conditional Value at Risk (WCVaR) of a returns series as shown in :cite:`d-Cajas3`.
riskfolio/src/OwaWeights.py:113
↓ 3 callers
Function
p2ui_CONJ_XOR
lib/eigen-3.4.0/Eigen/src/Core/arch/NEON/Complex.h:30
↓ 3 callers
Function
parseSpecialTag
lib/spectra-1.0.1/test/catch.hpp:14024
↓ 3 callers
Function
pbroadcast4
lib/eigen-3.4.0/Eigen/src/Core/GenericPacketMath.h:652
↓ 3 callers
Function
pcmp_eq
lib/eigen-3.4.0/Eigen/src/Core/arch/SSE/PacketMath.h:434
↓ 3 callers
Function
pconj
lib/eigen-3.4.0/Eigen/src/Core/arch/NEON/Complex.h:130
↓ 3 callers
Function
pfrexp
lib/eigen-3.4.0/Eigen/src/Core/arch/AVX/MathFunctions.h:188
↓ 3 callers
Function
pldexp
lib/eigen-3.4.0/Eigen/src/Core/arch/AVX/MathFunctions.h:196
↓ 3 callers
Function
plog2_double
lib/eigen-3.4.0/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h:381
↓ 3 callers
Function
plog2_float
lib/eigen-3.4.0/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h:260
↓ 3 callers
Function
pnegate
lib/eigen-3.4.0/Eigen/src/Core/arch/SSE/PacketMath.h:322
↓ 3 callers
Function
preloadKernel
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h:525
↓ 3 callers
Function
printTotals
Colour, message variants: - white: No tests ran. - red: Failed [both/all] N test cases, failed [both/all] M assertions. - white: Passed [both/all] N
lib/spectra-1.0.1/test/catch.hpp:15863
↓ 3 callers
Function
print_mismatch
lib/eigen-3.4.0/test/packetmath_test_shared.h:82
↓ 3 callers
Method
prod
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h:685
↓ 3 callers
Function
pround
lib/eigen-3.4.0/Eigen/src/Core/GenericPacketMath.h:825
↓ 3 callers
Method
prune
Suppresses all nonzeros which are \b much \b smaller \b than \a reference under the tolerance \a epsilon */
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseMatrix.h:510
↓ 3 callers
Method
pseudoInverse
\returns the pseudo-inverse of the matrix of which *this is the complete * orthogonal decomposition. * \warning: Do not compute \c this->pseudoI
lib/eigen-3.4.0/Eigen/src/QR/CompleteOrthogonalDecomposition.h:278
↓ 3 callers
Function
pt
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Function
pxor
lib/eigen-3.4.0/Eigen/src/Core/arch/NEON/PacketMath.h:3503
↓ 3 callers
Function
qi
(n)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Function
qn
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Method
read
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorScanSycl.h:108
↓ 3 callers
Method
refCount
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:31
↓ 3 callers
Method
reference
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseView.h:68
↓ 3 callers
Method
registerStartupException
lib/spectra-1.0.1/test/catch.hpp:12491
↓ 3 callers
Method
registerTest
lib/spectra-1.0.1/test/catch.hpp:14300
↓ 3 callers
Method
remainingTokens
lib/spectra-1.0.1/test/catch.hpp:9055
↓ 3 callers
Function
resize
lib/eigen-3.4.0/test/array_for_matrix.cpp:216
↓ 3 callers
Method
resize
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseSelfAdjointView.h:155
↓ 3 callers
Method
resize
dummy resize function
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:68
↓ 3 callers
Method
rows
\returns the number of rows. \sa cols() */
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseMatrixBase.h:176
↓ 3 callers
Method
rows
\returns the number of columns */
lib/eigen-3.4.0/Eigen/src/Core/BandMatrix.h:214
↓ 3 callers
Method
run
lib/eigen-3.4.0/bench/benchmark-blocking-sizes.cpp:153
↓ 3 callers
Method
runOrder
lib/spectra-1.0.1/test/catch.hpp:10007
↓ 3 callers
Function
run_test
Schur decomposition on an upper Hessenberg matrix
lib/spectra-1.0.1/test/Schur.cpp:14
↓ 3 callers
Function
run_test
Solve (A - s * I)x = b
lib/spectra-1.0.1/test/BKLDLT.cpp:13
↓ 3 callers
Function
run_test_sets
lib/spectra-1.0.1/test/SymGEigsRegInv.cpp:83
↓ 3 callers
Function
rvalue_move
lib/eigen-3.4.0/test/rvalue_types.cpp:84
↓ 3 callers
Function
saupd
C++ Wrapper of the functions above
lib/spectra-1.0.1/benchmark/ArpackFun.h:110
↓ 3 callers
Method
scatterPacket
lib/eigen-3.4.0/Eigen/src/Core/util/BlasUtil.h:301
↓ 3 callers
Function
se
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Method
sectionEnded
lib/spectra-1.0.1/test/catch.hpp:12856
↓ 3 callers
Function
seedRng
lib/spectra-1.0.1/test/catch.hpp:13154
↓ 3 callers
Function
selfadjointeigensolver_essential_check
lib/eigen-3.4.0/test/eigensolver_selfadjoint.cpp:18
↓ 3 callers
Function
serializeFilters
lib/spectra-1.0.1/test/catch.hpp:15803
↓ 3 callers
Function
setCpuCacheSizes
Set the cpu L1 and L2 cache sizes (in bytes). * These values are use to adjust the size of the blocks * for the algorithms working per blocks. *
lib/eigen-3.4.0/Eigen/src/Core/products/GeneralBlockPanelKernel.h:2638
↓ 3 callers
Method
setTarget
lib/eigen-3.4.0/demos/opengl/camera.cpp:117
↓ 3 callers
Method
setTolerance
Set the tolerance for the convergence of the iterative scaling algorithm */
lib/eigen-3.4.0/unsupported/Eigen/src/IterativeSolvers/Scaling.h:170
↓ 3 callers
Method
setValue
lib/spectra-1.0.1/test/catch.hpp:9202
↓ 3 callers
Method
setZero
Removes all non zeros but keep allocated memory * * This function does not free the currently allocated memory. To release as much as memo
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseMatrix.h:253
↓ 3 callers
Function
show_usage_and_exit
lib/eigen-3.4.0/bench/benchmark-blocking-sizes.cpp:276
↓ 3 callers
Method
sigmoid
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBase.h:271
↓ 3 callers
Function
sin_over_x
lib/eigen-3.4.0/bench/quat_slerp.cpp:76
↓ 3 callers
Function
sn
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 3 callers
Method
solve
lib/spectra-1.0.1/include/Spectra/LinAlg/BKLDLT.h:525
↓ 3 callers
Method
solveWithGuess
lib/eigen-3.4.0/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h:317
↓ 3 callers
Function
solve_sparse_through_dense_panels
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseSolverBase.h:22
↓ 3 callers
Function
sparse_time_dense_product
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseDenseProduct.h:169
↓ 3 callers
Function
sqrt
lib/eigen-3.4.0/Eigen/src/Core/arch/Default/Half.h:684
↓ 3 callers
Method
squaredNorm
\returns the squared norm of the quaternion's coefficients * \sa QuaternionBase::norm(), MatrixBase::squaredNorm() */
lib/eigen-3.4.0/Eigen/src/Geometry/Quaternion.h:120
↓ 3 callers
Method
squaredNorm
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseDot.h:76
↓ 3 callers
Method
startCol
lib/eigen-3.4.0/Eigen/src/Core/Block.h:313
↓ 3 callers
Method
startRow
lib/eigen-3.4.0/Eigen/src/Core/Block.h:307
↓ 3 callers
Method
stride
FIXME shall we remove it ?
lib/eigen-3.4.0/Eigen/src/Core/DenseCoeffsBase.h:516
↓ 3 callers
Method
stride
lib/eigen-3.4.0/Eigen/src/Core/util/BlasUtil.h:216
↓ 3 callers
Method
subDiagonal
lib/eigen-3.4.0/Eigen/src/Eigenvalues/Tridiagonalization.h:315
↓ 3 callers
Method
subs
\returns the number of sub diagonals */
lib/eigen-3.4.0/Eigen/src/Core/BandMatrix.h:223
↓ 3 callers
Method
sum
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseRedux.h:16
↓ 3 callers
Method
supers
\returns the number of super diagonals */
lib/eigen-3.4.0/Eigen/src/Core/BandMatrix.h:220
↓ 3 callers
Function
svd_fill_random
lib/eigen-3.4.0/test/svd_fill.h:21
↓ 3 callers
Method
symbol
lib/spectra-1.0.1/test/catch.hpp:2069
↓ 3 callers
Method
testIntersect1
lib/eigen-3.4.0/unsupported/test/BVH.cpp:101
↓ 3 callers
Method
testIntersect2
lib/eigen-3.4.0/unsupported/test/BVH.cpp:141
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