swh:1:snp:d1587d616651317fdcebcbb237dce82c32266449
Tip revision: dfe6577bb164f53feaedf2da9530457197edfb1a authored by Georgi N. Boshnakov on 20 October 2022, 11:25:10 UTC
version 4021.93
version 4021.93
Tip revision: dfe6577
NAMESPACE
################################################################################
## Libraries
################################################################################
useDynLib("fBasics", .registration = TRUE, .fixes = "C_")
################################################################################
## Imports
################################################################################
importFrom("grDevices", as.graphicsAnnot, cm.colors, col2rgb,
colors, contourLines, gray.colors, heat.colors,
rainbow, rgb, terrain.colors, topo.colors,
xy.coords)
importFrom("graphics", axis, barplot, box, boxplot, contour,
grid, hist, layout, locator, matplot, mtext,
panel.smooth, par, persp, pie, plot.new,
plot.window, polygon, rect, rug, symbols, text,
title, abline, lines, points)
importFrom("stats", acf, ansari.test, approx, ar, arima,
complete.cases, constrOptim, cor, cor.test,
density, dnorm, dt, integrate, ks.test, lsfit,
median, model.matrix, model.response, nlm, nlminb,
numericDeriv, optim, optimize, pacf, pchisq, pf,
pnorm, ppoints, qchisq, qf, qnorm, qqline,
qqnorm, qt, residuals, rexp, rnorm, runif, sd,
shapiro.test, spline, t.test, uniroot, var, na.omit, quantile)
importFrom("utils", menu)
#import(methods)
importFrom("methods", getMethod, is, new, slot, show)
importFrom("spatial", prmat, surf.gls)
## 'akima' is *not* here because of its non-GPL Licence
## importFrom("akima", interp, interpp)
importFrom("timeDate", getRmetricsOptions, setRmetricsOptions,
kurtosis, skewness)
importFrom("timeSeries", timeSeries, is.timeSeries, as.timeSeries, isUnivariate,
returns, description, drawdowns, colCumsums)
################################################################################
## Exports
################################################################################
S3method("getModel", "default")
S3method("print", "control")
S3method("stdev", "default")
S3method("termPlot", "default")
S3method("volatility", "default")
S3method(".plot", "histogram")
S3method(".print", "ssd")
S3method(".summary", "gel")
S3method(".summary", "gmm")
## #exportPattern(".")
## ## Avoid ^C_, include those starting with . , be locale-independent
## ## Ideally avoid S3 methods, but not e.g. runif.lcg
## exportPattern("^[ABDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz.]")
# In the future this should be used:
#exportPattern("^[^\\.]")
# To do before implementation:
#The porfolio book needs:
#export(.blue2redPalette)
#export(.green2redPalette)
#export(.blue2greenPalette)
#export(.purple2greenPalette)
#export(.blue2yellowPalette)
#export(.cyan2magentaPalette)
## explicitly name exports, start with
## cat(ls("package:fBasics", all.names = TRUE), sep =",\n")
## then clean up; for now just comment out, in case havoc ensues for dependencies.
exportMethods("show")
exportClasses("fDISTFIT", "fHTEST")
export(
as.timeSeries, # reexport, needs to be documented here
timeSeries, # reexport, S4 generic, doesn't need doc. here
returns, # reexport, S4 generic, doesn't need doc. here
kurtosis, # from timeDate, reexport
skewness, # from timeDate, reexport
## datasets
## .HedgeFund1, removed, used only to create .HedgeFund
## .HedgeFund2, ditto
## msft.dat,
## Capitalization,
## cars2,
## DowJones30,
## HedgeFund,
## nyse,
## PensionFund,
## swissEconomy,
## SWXLP,
## usdthb,
## exports starting with '.'
## all not documented, it seems (regex search for aliases starting with '.')
.acfPlot, # fRegression
# .adGLD,
# .ansari2Test,
# .ansariTest,
# .aRecursionGH,
# .asRGB,
# .bartlett2Test,
# .besselZ,
# .blue2greenPalette,
# .blue2redPalette,
# .blue2yellowPalette,
# .bwAndrews2,
# .bwNeweyWest2,
# .ccfPlot,
# .chcode,
# .checkGHMuMoments,
# .checkGHRawMoments,
# .circlesPlot,
# .cnvrt.coords,
.contourPlot, # fAssets, fCopulae
# .counts1Plot,
# .counts2Plot,
# .cvmGLD,
# .cyan2magentaPalette,
# .dec.to.hex,
# .deltaKappaGH,
# .dgld,
# .dhyp1,
# .dhyp2,
# .dhyp3,
# .dhyp4,
.distCheck, # imported by distrRmetrics and others
# .distFitPlot,
# .distStandardErrors,
# .dnig,
# .emptyPlot,
.firePlot, # fRegression
# .fligner2Test,
# .gel,
# .get_dat,
# .get_lamb,
# .ghCentralMoments,
# .ghMuMoments,
# .ghMuMomentsIntegrated,
# .ghRawMoments,
# .ghRawMomentsIntegrated,
# .gl.check.lambda,
# .gl.parameter.tidy,
# .gldFit.gof,
# .gldFit.hist,
# .gldFit.mle,
# .gldFit.mps,
# .gldFit.rob,
# .gmm,
# .green2redPalette,
# .HAC,
# .heavisideSlider,
# .hex.to.dec,
# .histStack,
# .hyp1Mode,
# .hyp2Mode,
# .hyp3Mode,
# .hyp4Mode,
# .hyperb.change.pars,
# .is.positive.definite,
# .jb.test,
# .jbALM,
# .jbLM,
# .jbPlot,
# .jbTable,
# .kappaGH,
# .ksGLD,
# .kurtosis.test,
# .kw2Test,
# .kweights,
# .lintest,
# .lmacfPlot,
# .logpdfPlot,
# .make.positive.definite,
# .maxddStats,
# .mleStableFit,
# .moodTest,
.mrlPlot, # fRegression
# .nigFit.gmm,
# .nigFit.mle,
# .nigFit.mps,
# .nigFit.vmps,
# .normFit,
# .omnibus.test,
.pacfPlot, # fRegression
# .paramGH,
.perspPlot, # fAssets, fCopulae
# .pgld,
# .phiStable,
# .PhiStable,
# .phyp1,
# .phyp2,
# .phyp3,
# .phyp4,
# .pjb,
.plot, # fRegression
# .plot.histogram,
# .pnigC,
.predict, # fRegression
# .print,
# .print.ssd,
# .psnigC,
# .purple2greenPalette,
# .qdgl.fm5,
# .qdgl.fmkl,
# .qdgl.rs,
# .qdgld,
# .qgl.fm5,
# .qgl.fmkl,
# .qgl.rs,
# .qgld,
# .qhyp1,
# .qhyp2,
# .qhyp3,
# .qhyp4,
# .qjb,
# .qnigC,
# .qqgaussPlot,
# .qsnigC,
.qStableFit, # StableEstim
# .recessionLines,
.residualsPlot, # fRegression
.responsesPlot, # fRegression
# .rghyp,
# .rgigjd,
# .rgigjd1,
# .rgld,
# .rho,
# .rhyp1,
# .rhyp2,
# .rhyp3,
# .rhyp4,
# .rhyperb,
# .skewness.test,
# .slider.env,
.sliderMenu,
# .smooth_g,
# .stablePlot,
# .stylizedFactsGUI,
# .subPlot,
# .subStars,
# .summary,
# .summary.gel,
# .summary.gmm,
# .tdSliderMenu,
# .tslag1,
# .tTest,
.unirootNA, # fCopulae
# .varfTest,
# .varpieDemo,
# .varpiePlot,
# .weightsAndrews2,
# .xrug,
# .yrug,
## S3 methods
## getModel.default,
## print.control,
## stdev.default,
## termPlot.default,
## volatility.default,
## look like S3 methods but aren't
get.lcgseed, set.lcgseed, # get/set an Rmetric option
rnorm.lcg, # lcg stand for linear congruational generator
rt.lcg,
runif.lcg,
## (mostly) normally named exports
acfPlot,
adTest,
akimaInterp,
akimaInterpp,
basicStats,
box_,
Boxcar,
boxL,
boxPercentilePlot,
boxPlot,
characterTable,
cmPalette,
colIds,
"colIds<-",
colorLocator,
colorMatrix,
colorTable,
colVec,
copyright,
correlationTest,
countFunctions,
cumulatedPlot,
cvmTest,
dagoTest,
decor,
Delta,
densityPlot,
dgh,
dght,
dgld,
dhyp,
distCheck,
divPalette,
dmaxdd,
dnig,
drawdownPlot,
dsgh,
dsght,
dsnig,
dssd,
focusPalette,
getArgs,
getDescription,
getModel,
getSlot,
getTitle,
ghFit,
ghIQR,
ghKurt,
ghKURT,
ghMean,
ghMED,
ghMode,
ghMoments,
ghSkew,
ghSKEW,
ghSlider,
ghtFit,
ghtIQR,
ghtKurt,
ghtKURT,
ghtMean,
ghtMED,
ghtMode,
ghtMoments,
ghtSkew,
ghtSKEW,
ghtVar,
ghVar,
gldFit,
gldIQR,
gldKURT,
gldMED,
gldMode,
gldSKEW,
greyPalette,
gridVector,
heatPalette,
Heaviside,
hgrid,
hilbert,
histPlot,
hypFit,
hypIQR,
hypKurt,
hypKURT,
hypMean,
hypMED,
hypMode,
hypMoments,
hypSkew,
hypSKEW,
hypSlider,
hypVar,
interactivePlot,
inv,
isPositiveDefinite,
jarqueberaTest,
jbTest,
kendallTest,
krigeInterp,
kron,
ks2Test,
ksnormTest,
lacfPlot,
lillieTest,
linearInterp,
linearInterpp,
listDescription,
listFunctions,
listIndex,
locationTest,
logDensityPlot,
makePositiveDefinite,
maxddStats,
monoPalette,
nFit,
nigFit,
nigIQR,
nigKurt,
nigKURT,
nigMean,
nigMED,
nigMode,
nigMoments,
nigShapeTriangle,
nigSkew,
nigSKEW,
nigSlider,
nigVar,
norm2,
normalTest,
normIQR,
normKURT,
normMED,
normSKEW,
pacfPlot,
pascal,
pchiTest,
pdl,
pearsonTest,
pgh,
pght,
pgld,
phyp,
pmaxdd,
pnig,
psgh,
psght,
psnig,
pssd,
qgh,
qght,
qgld,
qhyp,
qnig,
qqghtPlot,
qqgldPlot,
qqnigPlot,
qqnormPlot,
qsgh,
qsght,
qsnig,
qssd,
qualiPalette,
rainbowPalette,
Ramp,
rampPalette,
returnPlot,
returnSeriesGUI,
rgh,
rght,
rgld,
rhyp,
rk,
rmaxdd,
rnig,
rowAvgs,
rowIds,
"rowIds<-",
rowKurtosis,
rowMaxs,
rowMins,
rowProds,
rowQuantiles,
rowSds,
rowSkewness,
rowStats,
rowStdevs,
rowVars,
rowVec,
rsgh,
rsght,
rsnig,
rssd,
sampleIQR,
sampleKURT,
sampleLmoments,
sampleMED,
sampleSKEW,
scaleTest,
scalinglawPlot,
seqPalette,
seriesPlot,
sfTest,
sghFit,
shapiroTest,
Sign,
snigFit,
spearmanTest,
ssdFit,
stableFit,
stableSlider,
stdev,
symbolTable,
teffectPlot,
termPlot,
terrainPalette,
tFit,
timPalette,
topoPalette,
tr,
triang,
Triang,
tsHessian,
tslag,
varianceTest,
vec,
vech,
vgrid,
volatility
)