3c10dcb7885b565f511a99c7e01834a1 *DESCRIPTION
9e247a11d4afa4feb9ea199ff136e8e7 *NAMESPACE
9882e9863c93bdcfa9ec4f115a27f4fb *R/KRest.R
fa3dba2f0481ed3ef8c7cf18e8a41509 *R/PCRA-package.R
2b32de05df2a8668b543b214fd0d0425 *R/PCRAData.R
14b97cf1e985c63a1d09ffa5f07fb003 *R/SKest.R
70d56f16fbb260972087d87805491a25 *R/SP400Industrials.R
1f4c9c34092cad6c20f9bc0f54a1587e *R/SP425Industrials.R
1f8b8624369a552e8d7fbfd8b6a93b63 *R/SP500.R
8c2937e46da9ab77d65796559f21ff73 *R/SP500from1967to2007.R
69d3903346c8481cb16ec6ef8dcdfdf5 *R/SPIndustrials.R
4b740be9d951c656624688c0e84d38dd *R/barplotWts.R
a39ec5bfe431409771d0ec3425f78d4d *R/bootEfronts.R
ea9347f3e4ed815b8693552b0757417e *R/chart.Efront.R
e5766e298fafcec9cc9392d6d7f58f16 *R/cleanOutliers.R
cf1df1d0066b37c66588ace0b5579456 *R/data.R
dda0913b0b1a08e9480700f30c7bc916 *R/divHHI.R
af144818ea6514782c77241e5fedda2d *R/ellipsesPlotPCRA.covfm.R
dc08a9c8745c3eb64e3b7a7d93e05aaf *R/factorsSPGMI.R
ca4047f6303978317908ec98692ead76 *R/levgLongShort.R
1abd30d07a649ddeeeecd8447e634577 *R/mathEfront.R
3ea5f5bb8b38bc9916309c9eb918a411 *R/mathEfrontCashRisky.R
5ccdf0e2de797bf8b47432daaa6e3991 *R/mathEfrontRisky.R
f4d3c0061bbb0243b4424bbf5f963362 *R/mathEfrontRiskyMuCov.R
27e05dd17db3679debfaff88eb5a27a6 *R/mathGmv.R
5adc1f85484e20f64a7d8a268ab8fcae *R/mathGmvMuCov.R
456a39c4c516ddcef3ea7f85623aa006 *R/mathTport.R
f2606b4bc20a1bd3267ff80ab8fcd431 *R/mathWtsEfrontRisky.R
3be5814754c3537417dcf3c0cec2e7ba *R/mathWtsEfrontRiskyMuCov.R
d8e8902d63a1db9b86fdaa69e49a57df *R/meanReturns4Types.R
ef0ca9aa42d5d0deabfe1cb8e34047ff *R/opt.outputMvoPCRA.R
43ec4e984f7ccc2cce74a9ab0e58ab91 *R/plotLSandRobustSFM.R
a9476ef443054b695eafaf0b067df539 *R/qqnormDatWindat.R
cc82c8944cfcf7d9e1692ace94a9c1df *R/returnsCRSPxts.R
606a3c9909cf015205b52aa5cc55c903 *R/selectCRSPandSPGMI.R
0cd7963f4e106ffcab7436dff9c9eb70 *R/stocksCRSP.R
cc8e5158f421dc07b51fd837b5e980d5 *R/stocksCRSPxts.R
45f3e0345becec67e70c4f59fb9b685e *R/tsPlotMP.R
e474c4c68300792ce7e630fabebe8bb3 *R/turnover.R
0b238c28e96573ab70bb08f192914b65 *R/winsorMean.R
9ea0c49fc02f4b88a909d5bdb70655ae *R/winsorize.R
b119585428014b8a015879d3d212d9f0 *README.md
0f352b216dce01fdbc83261a87621359 *build/vignette.rds
cfcbf534fc0b1f6c1be3a4ff8e35488f *data/FRBinterestRates.rda
d6452ffecdf5bb41380a4faaff725599 *data/SP400Industrials.rda
84f808a379f10a8351aa53c20ba2bd40 *data/SP425Industrials.rda
309ef523c60656fc0698d92247d62e0f *data/SP500.rda
23e673e0ab2fe994494680e7ef298dec *data/SP500from1967to2007.rda
bd125126efcce241327d8f7bb681b42f *data/SPIndustrials.rda
0f8fab00d165f627a5799d8be5225199 *data/crsp.returns8.rda
3a036e41633c1962d27bc7b8c521980d *data/datFF3W.rda
7cdf148ba39b8fd4825226f30fbb129f *data/datFF4W.rda
9401caed3dc9b72908545f993fd85a1d *data/factorsSPGMI.rda
fa1c484fc1428bef563d6f2835843292 *data/gfunds5.rda
7c89be69b1c95ee75b7f88ba0cf4c382 *data/invensysEPS.rda
2deba34c69ee6581318e0527e1723e4c *data/retDD.rda
781bd266bd003a7588917f0f95a6bc78 *data/retEDS.rda
b2e6e4a2a07f1cc3d5dcfd656b9ca938 *data/retFNB.rda
09eb5dee2560a6b6308642ce97ffe999 *data/retKBH.rda
d3f45e38927b19662f5164edba719a30 *data/retMER.rda
ad065ab95822c30a106731ef2b8a38a4 *data/retOFG.rda
b6743df889b03756ba4ab11ef4e7cfa5 *data/retPSC.rda
050b9285999f761601cef634f04f36a0 *data/retVHI.rda
a51ce425a5eb16fac7f0e8cbed391408 *data/retWTS.rda
f6f29f7134c4d7fd7fd8d095323055f4 *data/stocksCRSP.rda
88cb72504b04cfdb47803d1d4f9c828d *data/strategies.rda
9d6cb4a07309579d044201100903c9e0 *demo/00Index
2c4bf2efab2f3d8e3b0e614410f76449 *demo/RobustStatisticsForPortfoliosJPM2023.R
fc448f0403f34e25a69228ea806c9d34 *inst/doc/PCRAVignette.pdf
23add253cba9a5c5fba1d1bbb6e1258b *inst/doc/PCRAVignette.pdf.asis
a50e73fd5e8eb4b23713c82769b2704e *inst/tests/test-data.r
03dc1c498be0ba07bd41ee628cc829dc *inst/tests/test-functions.r
192323bde5c37805a6f4602b7e34bef5 *man/FRBinterestRates.Rd
db65cee84f0768a752d010a96f9a0107 *man/KRest.Rd
57e07769ba03cf75f82293fbb2df05a0 *man/PCRA-package.Rd
29e8634ddb3cf73e982758608142ee66 *man/SKest.Rd
a5e4c8b3430f247738ad9d9765c96457 *man/SP400Industrials.Rd
11f8d9a0b68e36d3bb99f6f5fc3893c7 *man/SP425Industrials.Rd
b36ae38f6994796a92ccf575729ec55c *man/SP500.Rd
2f3edd63327385a8bcbf40a499febe06 *man/SP500from1967to2007.Rd
5e5dd07530ecda0827262f38fadbe7ad *man/SPIndustrials.Rd
8534d93e26bd57d70e8fb6566a981184 *man/barplotWts.Rd
f9efe921c460f3574e50860aa87f3856 *man/bootEfronts.Rd
c0293441e896812f6ec2499080ded215 *man/chart.Efront.Rd
f082ccf83d8258faf58b2108050f3350 *man/cleanOutliers.Rd
4fd0159da0603d936dfeab81bca53b5e *man/crsp.returns8.Rd
d9cdf5e8eafa85feba3c22148f089762 *man/datFF3W.Rd
67811febe55423c8c60e3f4a1dbfc23b *man/datFF4W.Rd
82ebfac120d3ca082923deeaa2b1d0ff *man/divHHI.Rd
4bb13131918600c1a9d3e841c2507f89 *man/ellipsesPlotPCRA.covfm.Rd
e1bd6b8381babf6bf959e441fe266d81 *man/factorsSPGMI.Rd
2caf66b66f403bff9726870f44307ffc *man/getPCRAData.Rd
10a8ec5f2c4a760ce170de240143a2d9 *man/gfunds5.Rd
75f3e170a0e8c1c1732f8caf8c60bf03 *man/invensysEPS.Rd
80feb779238edbcc8beaf19ec3eba776 *man/levgLongShort.Rd
64d059811429b33f79df94a4e70a4874 *man/mathEfront.Rd
1c304a6f1ff6ec88c8bb330f87cadee6 *man/mathEfrontCashRisky.Rd
990a471a077b3ab39e99d90b5525d739 *man/mathEfrontRisky.Rd
cbc6277cd95e28b7f4c4224a099be40d *man/mathEfrontRiskyMuCov.Rd
8b5c7340fc3c71939191f8d810b357f8 *man/mathGmv.Rd
f232bf37a355869f0b608e9582ed2628 *man/mathGmvMuCov.Rd
44529233b1c64029d99881297677fcdf *man/mathTport.Rd
23f1c36536ab4e259724950c0c36da42 *man/mathWtsEfrontRisky.Rd
0a01b249aa0b1e8709e092763125b99b *man/mathWtsEfrontRiskyMuCov.Rd
e76330c5d6df1aebd79568b3a5b38748 *man/meanReturns4Types.Rd
4d34f9c6161faa9f2cf9ecfe8d2d0618 *man/opt.outputMvoPCRA.Rd
2b4fe4c4fad647a5e68d644aed616bf2 *man/plotLSandRobustSFM.Rd
c664c77bcb6121d9ac39dd13cad47901 *man/qqnormDatWindat.Rd
ebb15d6b7d27748e7d9db25893ef90a6 *man/retDD.Rd
64f7967a34cb1d2fd67628afe94f7e16 *man/retEDS.Rd
06e1b56d3a5c4e6a59398f7ba4d0d5ed *man/retFNB.Rd
b1d7feb4f086effb8973556f177c8ed7 *man/retKBH.Rd
e64717afa3c847508cf1d932e3a28775 *man/retMER.Rd
6900e2578a2408715c6314cfc3742197 *man/retOFG.Rd
433e7d24b9174e822bb1891dcff613bd *man/retPSC.Rd
60a88676a497e3a4afd103e0fa2474a3 *man/retVHI.Rd
582bf4de63d045be5a76974845428b69 *man/retWTS.Rd
ecffd006837d3040d38c46fbf919bb1f *man/returnsCRSPxts.Rd
6243aeab2c7d3d860d4a270a403ff44d *man/selectCRSPandSPGMI.Rd
7354427a48961a0b85dd8eadc46148d3 *man/stocksCRSP.Rd
f189811f9d2300071b682eeeb799bfe0 *man/stocksCRSPxts.Rd
10e66435c640ea462c0ed477e7157d37 *man/strategies.Rd
9a72ea542a5281b1fc19f23147f6f98e *man/tsPlotMP.Rd
ef41256f719f16ba666d5d3a9ee76e50 *man/turnOver.Rd
cc09b4ce2483ff9673eacbf96fe8ae32 *man/winsorMean.Rd
7a9d57c88cb13436a1545b8e11407302 *man/winsorize.Rd
23add253cba9a5c5fba1d1bbb6e1258b *vignettes/PCRAVignette.pdf.asis
