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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
◇
Types & classes
4,591
↓ 2 callers
Method
allPassed
lib/spectra-1.0.1/test/catch.hpp:15274
↓ 2 callers
Method
all_values_known_statically
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorIndexList.h:318
↓ 2 callers
Method
alphas
\returns A const reference to the vectors containing the alpha values * * This vector permits to reconstruct the j-th eigenvalues as alpha
lib/eigen-3.4.0/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h:213
↓ 2 callers
Method
angularDistance
lib/eigen-3.4.0/Eigen/src/Geometry/Quaternion.h:763
↓ 2 callers
Method
any
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBlock.h:155
↓ 2 callers
Method
applyThisOnTheRight
lib/eigen-3.4.0/Eigen/src/Core/EigenBase.h:101
↓ 2 callers
Function
apply_block_householder_on_the_left
lib/eigen-3.4.0/Eigen/src/Householder/BlockHouseholder.h:86
↓ 2 callers
Function
arg_sum
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/util/CXX11Meta.h:330
↓ 2 callers
Function
array_integer
lib/eigen-3.4.0/test/array_cwise.cpp:645
↓ 2 callers
Function
array_sum
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/util/CXX11Meta.h:392
↓ 2 callers
Method
assertionStarting
lib/spectra-1.0.1/test/catch.hpp:15825
↓ 2 callers
Method
assignDiagonalCoeff
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:785
↓ 2 callers
Function
ba
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 2 callers
Function
basicStuffComplex
lib/eigen-3.4.0/test/basicstuff.cpp:161
↓ 2 callers
Function
bench_reverse
lib/eigen-3.4.0/bench/bench_reverse.cpp:18
↓ 2 callers
Method
benchmarkResamples
lib/spectra-1.0.1/test/catch.hpp:10018
↓ 2 callers
Method
benchmarkWarmupTime
lib/spectra-1.0.1/test/catch.hpp:10019
↓ 2 callers
Method
betas
\returns A const reference to the vectors containing the beta values * * This vector permits to reconstruct the j-th eigenvalues as alphas
lib/eigen-3.4.0/Eigen/src/Eigenvalues/GeneralizedEigenSolver.h:224
↓ 2 callers
Method
bind
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h:130
↓ 2 callers
Function
bits
lib/eigen-3.4.0/test/packetmath_test_shared.h:27
↓ 2 callers
Method
blockCols
\returns the number of columns grouped by blocks */
lib/eigen-3.4.0/unsupported/Eigen/src/SparseExtra/BlockSparseMatrix.h:770
↓ 2 callers
Method
blockPtr
* \returns the starting position of the block \p id in the array of values */
lib/eigen-3.4.0/unsupported/Eigen/src/SparseExtra/BlockSparseMatrix.h:936
↓ 2 callers
Method
blockRows
lib/eigen-3.4.0/Eigen/src/SparseCore/SparseBlock.h:273
↓ 2 callers
Function
blueNorm_impl
lib/eigen-3.4.0/Eigen/src/Core/StableNorm.h:119
↓ 2 callers
Function
bootstrap
lib/spectra-1.0.1/test/catch.hpp:7038
↓ 2 callers
Function
bottomRows
lib/eigen-3.4.0/Eigen/src/plugins/BlockMethods.h:643
↓ 2 callers
Function
boxGetCorners
lib/eigen-3.4.0/test/geo_alignedbox.cpp:223
↓ 2 callers
Method
buffer
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorEvalTo.h:88
↓ 2 callers
Function
ca
(a)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s2.js:1
↓ 2 callers
Function
call_assignment_no_alias_no_transpose
lib/eigen-3.4.0/Eigen/src/Core/AssignEvaluator.h:921
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/ref_5.cpp:5
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/sparse_ref_2.cpp:5
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/sparse_ref_5.cpp:5
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/sparse_ref_4.cpp:5
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/ref_4.cpp:5
↓ 2 callers
Function
call_ref
lib/eigen-3.4.0/failtest/ref_2.cpp:5
↓ 2 callers
Function
call_solver
lib/eigen-3.4.0/bench/spbench/spbenchsolver.h:225
↓ 2 callers
Method
caseSensitivitySuffix
lib/spectra-1.0.1/test/catch.hpp:11722
↓ 2 callers
Function
check_accuracy_var
lib/eigen-3.4.0/bench/bench_norm.cpp:263
↓ 2 callers
Function
check_const_correctness
lib/eigen-3.4.0/test/geo_quaternion.cpp:282
↓ 2 callers
Function
check_dimension
lib/eigen-3.4.0/unsupported/test/kronecker_product.cpp:20
↓ 2 callers
Function
check_extremity_accuracy
lib/eigen-3.4.0/test/nullary.cpp:37
↓ 2 callers
Function
check_in_range
lib/eigen-3.4.0/test/rand.cpp:14
↓ 2 callers
Function
check_qtvector_quaternion
lib/eigen-3.4.0/test/qtvector.cpp:94
↓ 2 callers
Function
check_scalar_multiple1
lib/eigen-3.4.0/test/product_notemporary.cpp:36
↓ 2 callers
Function
check_sparse_square_abs_determinant
lib/eigen-3.4.0/test/sparse_solver.h:634
↓ 2 callers
Function
check_stddeque_quaternion
lib/eigen-3.4.0/test/stddeque.cpp:75
↓ 2 callers
Function
check_stddeque_quaternion
lib/eigen-3.4.0/test/stddeque_overload.cpp:98
↓ 2 callers
Function
check_stdlist_quaternion
lib/eigen-3.4.0/test/stdlist.cpp:75
↓ 2 callers
Function
check_stdlist_quaternion
lib/eigen-3.4.0/test/stdlist_overload.cpp:126
↓ 2 callers
Function
check_stdvector_quaternion
lib/eigen-3.4.0/test/stdvector.cpp:86
↓ 2 callers
Function
check_stdvector_quaternion
lib/eigen-3.4.0/test/stdvector_overload.cpp:100
↓ 2 callers
Function
check_symbolic_index
lib/eigen-3.4.0/test/symbolic_index.cpp:40
↓ 2 callers
Function
check_that_malloc_is_allowed
lib/eigen-3.4.0/Eigen/src/Core/util/Memory.h:148
↓ 2 callers
Function
chkder
lib/eigen-3.4.0/unsupported/Eigen/src/NonLinearOptimization/chkder.h:9
↓ 2 callers
Method
cholesky
lib/eigen-3.4.0/bench/btl/libs/eigen3/eigen3_interface.hh:207
↓ 2 callers
Function
cleanUp
lib/spectra-1.0.1/test/catch.hpp:12520
↓ 2 callers
Method
clone
lib/spectra-1.0.1/test/catch.hpp:6720
↓ 2 callers
Function
cn
(n,t,e)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 2 callers
Function
coeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorReduction.h:765
↓ 2 callers
Method
coeff
lib/eigen-3.4.0/Eigen/src/Core/TriangularMatrix.h:76
↓ 2 callers
Method
coeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorStriding.h:153
↓ 2 callers
Method
coeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorPatch.h:164
↓ 2 callers
Function
coeffColMajor
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h:282
↓ 2 callers
Function
coeffRowMajor
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorBroadcasting.h:317
↓ 2 callers
Function
col
lib/eigen-3.4.0/Eigen/src/plugins/BlockMethods.h:1096
↓ 2 callers
Function
colamd_c
lib/eigen-3.4.0/Eigen/src/OrderingMethods/Eigen_Colamd.h:222
↓ 2 callers
Function
colamd_r
lib/eigen-3.4.0/Eigen/src/OrderingMethods/Eigen_Colamd.h:226
↓ 2 callers
Method
cols
lib/eigen-3.4.0/Eigen/src/UmfPackSupport/UmfPackSupport.h:336
↓ 2 callers
Method
cols
* Number of columns */
lib/eigen-3.4.0/Eigen/src/SparseLU/SparseLU_SupernodalMatrix.h:83
↓ 2 callers
Method
cols
lib/eigen-3.4.0/Eigen/src/Core/DiagonalMatrix.h:55
↓ 2 callers
Method
cols
(self)
lib/eigen-3.4.0/debug/gdb/printers.py:216
↓ 2 callers
Method
completeCycle
lib/spectra-1.0.1/test/catch.hpp:14386
↓ 2 callers
Method
compress_V
Apply V -> VQ and compute the new f. Should be called after compress_H(), since m_k is updated there. Only need to update the first k+1 columns of V T
lib/spectra-1.0.1/include/Spectra/LinAlg/Arnoldi.h:295
↓ 2 callers
Method
compute
Conducts the major computation procedure. \param selection An enumeration value indicating the selection rule of the requested eigenvalues, for exam
lib/spectra-1.0.1/include/Spectra/GenEigsBase.h:417
↓ 2 callers
Method
compute
* Compute the left and right diagonal matrices to scale the input matrix @p mat * * FIXME This algorithm will be modified such that the dia
lib/eigen-3.4.0/unsupported/Eigen/src/IterativeSolvers/Scaling.h:73
↓ 2 callers
Function
compute_inverse_size2_helper
lib/eigen-3.4.0/Eigen/src/LU/InverseImpl.h:75
↓ 2 callers
Function
compute_inverse_size3_helper
lib/eigen-3.4.0/Eigen/src/LU/InverseImpl.h:140
↓ 2 callers
Function
connection_matrix
r""" Create a connection matrix of walks of a specific size based on :cite:`e-Cajas10` formula. Parameters ---------- returns : Data
riskfolio/src/ConstraintsFunctions.py:1844
↓ 2 callers
Function
conservativeResize
lib/eigen-3.4.0/Eigen/src/Core/DenseStorage.h:332
↓ 2 callers
Function
contains
lib/spectra-1.0.1/test/catch.hpp:13829
↓ 2 callers
Method
costPerCoeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorConvolution.h:1093
↓ 2 callers
Method
costPerCoeff
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorArgMax.h:122
↓ 2 callers
Function
cpp_cokurtosis_matrix
* Calculates cokurtosis square matrix of size "n" as shown in Cajas, D. (2022). * Convex Optimization of Portfolio Kurtosis. In SSRN Electronic Journ
riskfolio/external/matrix_functions.cpp:442
↓ 2 callers
Function
cpp_cokurtosis_matrix_prob
* Calculates cokurtosis square matrix of size "n" for scenarios with probabilities * * @Y array of size n_samples x n_features. * @P array of size
riskfolio/external/matrix_functions.cpp:464
↓ 2 callers
Function
cpp_coskewness_matrix
* Calculates coskewness tensor of size "n" as shown in Cajas, D. (2022). * Convex Optimization of Portfolio Kurtosis. In SSRN Electronic Journal. *
riskfolio/external/matrix_functions.cpp:372
↓ 2 callers
Function
cpp_coskewness_matrix_prob
* Calculates coskewness tensor of size "n" for scenarios with probabilities * * @Y array of size n_samples x n_features. * @P array of size n_sampl
riskfolio/external/matrix_functions.cpp:394
↓ 2 callers
Function
cpp_covariance_matrix
* Calculates covariance matrix of size "n" as shown in Cajas, D. (2022). * Convex Optimization of Portfolio Kurtosis. In SSRN Electronic Journal. *
riskfolio/external/matrix_functions.cpp:321
↓ 2 callers
Function
cpp_covariance_matrix_prob
* Calculates covariance matrix of size "n" for scenarios with probabilities * * @Y array of size n_samples x n_features. * @P array of size n_sampl
riskfolio/external/matrix_functions.cpp:339
↓ 2 callers
Function
cpp_dcorr
* Calculates the distance correlation of matrices X and Y. * * @X A matrix. * @Y A matrix. */
riskfolio/external/matrix_functions.cpp:549
↓ 2 callers
Function
cpp_pdist
* Calculates the euclidean distance matrix of matrix X. * * @X A matrix. */
riskfolio/external/matrix_functions.cpp:531
↓ 2 callers
Function
createReporter
lib/spectra-1.0.1/test/catch.hpp:13301
↓ 2 callers
Method
cross3
lib/eigen-3.4.0/Eigen/src/Geometry/OrthoMethods.h:82
↓ 2 callers
Function
d
()
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 2 callers
Method
data
lib/eigen-3.4.0/Eigen/src/Core/ArrayWrapper.h:72
↓ 2 callers
Method
data
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorRef.h:62
↓ 2 callers
Method
data
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorEvaluator.h:181
↓ 2 callers
Function
data_and_stride
lib/eigen-3.4.0/test/block.cpp:277
↓ 2 callers
Function
de
(n,t)
lib/eigen-3.4.0/bench/perf_monitoring/resources/s1.js:1
↓ 2 callers
Method
deallocate_temp
lib/eigen-3.4.0/unsupported/Eigen/CXX11/src/Tensor/TensorDeviceSycl.h:217
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