cor.lag |
Lag/Lead Correlation |
cor.spearman |
Spearman rank correlation |
cv.annu.fv |
Calculate future value of annuity |
cv.annu.pv |
Calculate present value of annuity |
cv.axp |
Create logarithm with a random base |
cv.bondprice |
Calculate the plain vanilla bond price |
cv.diff |
Calculating the difference of a time series |
cv.drawdown |
Largest draw down of returns |
cv.lag |
Create a lag variable |
cv.lead |
Create a lead variable |
cv.logs |
Create logarithm with a random base |
cv.pctcng |
Calculating rate of return of a vector |
cv.powers |
Create nth power variable |
df.sortcol |
Sort a data frame by a column |
df.stack |
Stack data frame by one classifier |
ds.corm |
Correlation matrix |
ds.kurt |
Calculating kurtosis for numeric data. |
ds.mode |
Calculating mode for numeric data |
ds.skew |
Calculating skewness for numeric data |
ds.summ |
Descriptive statistics of a data frame |
pkg.reinstall |
Reinstalled packages after updating R |
pkg.save |
Save installed packages |
pl.2ts |
Time series plot for two variables |
pl.2tsgg |
Time series plot for two variables with ggplot2 |
pl.3smoothtxt |
Scatter smooth plot with text overlay |
pl.3smoothtxtgg |
Scatter smooth plot with text overlay using ggplot2 |
pl.3txt |
Scatter plot with text overlay |
pl.3txtgg |
Scatter plot with text overlay with ggplot2 |
pl.coplot |
Scatter plot of x and y divided by z |
pl.hist |
Plot histograms for a data frame |
pl.histgg |
Plot histograms for a data frame with ggplot2 |
pl.hs |
Plot histograms and scatter plots for a data frame |
pl.hsd |
Plot histogram with density line for a data frame |
pl.hsdgg |
Plot histograms for a data frame with ggplot2 |
pl.s |
Plot scatter plots for a data frame |
pl.sgg |
Plot scatter plots for a data frame using ggplot2 |
pl.sm |
Plot scatter smooth plots for a data frame |
pl.smgg |
Plot scatter plots with smooth line for a data frame using ggplot2 |
pl.ts |
Plot time series plots for a data frame |
pl.tsgg |
Plot times series plot for a data frame with ggplot2 |
pl.tss |
Time series plot with multiple variables |
reg.adj.r.squared |
Adjusted R-squared for lm.fit |
reg.aic |
AIC for lm.fit |
reg.bic |
BIC for lm.fit |
reg.dof |
Degree of freedom for lim.fit |
reg.dw |
Durbin-Watson Test |
reg.linreg |
Linear regression processor |
reg.model |
Linear model generator |
reg.r.squared |
R-squared for lm.fit |
reg.std.err |
Standard error for lim.fit |
tr.log |
Sigmoid function |
tr.logtb |
Logistic function |
tr.nd |
Normal density function |
tr.unli |
Unit normal loss integral |
xd.avt |
Download data from Alpha Vantage |
xd.fred |
Download data from Federal Reserve Bank of St. Louis |
xd.fred.tickers |
Federal Reserve Bank of St. Louis Economic Data Tickers |