r""" Calculate the First or Second Lower Partial Moment of a returns series. .. math:: \text{LPM}(X, \text{MAR}, 1) &= \frac{1}{T}\su

PushBack adds w at the end of the queue. If queue is full returns w, otherwise returns default-constructed Work.

PGI++ does not define the following intrinsics in C++ mode.

\internal Frees memory allocated with aligned_malloc. */

\returns a const pointer to the array of the number of non zeros of the inner vectors. * This function is aimed at interoperability with other l

Returns the number of matrix operations used in the computation.

\returns the number of columns (resp. rows) of the matrix if the storage order column major (resp. row major) */

The "A" operator to generate the Krylov subspace

returns a reverse iterator to the last row (rowwise) or column (colwise) of the nested expression. * \sa rend(), crbegin() */

Preallocates \a reserveSize non zeros */

Returns the size of the ritz eigen pairs \return Eigen::Index Number of pairs

r""" Calculate the Entropic Value at Risk (EVaR) of a returns series. .. math:: \text{EVaR}_{\alpha}(X) = \inf_{z>0} \left \{ z

r""" Calculate the Relativistic Value at Risk (RLVaR) of a returns series. I recommend only use this function with MOSEK solver. .. math:

\returns an expression of the adjoint of the factored matrix * * A typical usage is to solve for the adjoint problem A' x = b: * \co

\returns the number of columns of the represented matrix. */

\returns the vertex of the bounding box at the corner defined by * the corner-id corner. It works only for a 1D, 2D or 3D bounding box. * For

\returns the dimension in which the plane holds */

\returns the step bound for the diagonal shift */

Generate data for testing